-24.7%
ACN vs XLY
-0.5%
-24.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -1.5% | -2.0% | +0.4% | -0.6% |
| 30D | +9.4% | -3.1% | +12.5% | +11.1% |
| 3M | +5.6% | -1.8% | +7.5% | +6.5% |
| 6M | -9.3% | -0.9% | -8.4% | -8.4% |
| YTD | -29.0% | -3.4% | -25.6% | -26.4% |
| 1Y | -24.7% | -1.5% | -23.1% | -24.0% |
| All | -24.7% | -0.5% | -24.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling