+2,464.1%
ACN vs XLP
+583.7%
+1,880.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +0.7% |
| 7D | +8.6% | +5.9% | +2.7% | +3.1% |
| 30D | +36.6% | +13.5% | +23.1% | +22.1% |
| 3M | +56.3% | +8.4% | +47.9% | +45.6% |
| 6M | +49.7% | +11.5% | +38.1% | +36.3% |
| YTD | +1.3% | +20.6% | -19.3% | -15.0% |
| 1Y | +11.9% | +24.3% | -12.4% | -8.7% |
| 3Y | -10.6% | +45.1% | -55.7% | -37.6% |
| 5Y | -21.3% | +44.6% | -65.9% | -44.7% |
| 10Y | +166.2% | +133.1% | +33.2% | +21.7% |
| All | +2,464.1% | +583.7% | +1,880.4% | +360.0% |
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