+1,697.2%
ACN vs XLP
+524.9%
+1,172.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.6% |
| 7D | -1.5% | -1.0% | -0.5% | -0.6% |
| 30D | +9.4% | -0.9% | +10.2% | +10.2% |
| 3M | +5.6% | +3.8% | +1.8% | +2.7% |
| 6M | -9.3% | -1.7% | -7.5% | -7.9% |
| YTD | -29.0% | +10.3% | -39.2% | -35.5% |
| 1Y | -24.7% | +7.8% | -32.5% | -30.2% |
| 3Y | -39.8% | +27.2% | -67.0% | -52.7% |
| 5Y | -40.9% | +32.5% | -73.4% | -55.2% |
| 10Y | +91.1% | +101.8% | -10.7% | -0.7% |
| All | +1,697.2% | +524.9% | +1,172.4% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling