-40.4%
ACN vs XLY
+35.2%
-75.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.9% |
| 7D | -1.5% | -1.7% | +0.2% | -0.6% |
| 30D | +2.1% | -4.2% | +6.3% | +4.4% |
| 3M | +11.1% | -2.7% | +13.8% | +12.5% |
| 6M | -6.8% | -0.6% | -6.2% | -7.1% |
| YTD | -30.0% | -5.0% | -25.0% | -28.3% |
| 1Y | -23.1% | -4.1% | -19.0% | -21.7% |
| 3Y | -40.4% | +33.6% | -74.0% | -49.3% |
| All | -40.4% | +35.2% | -75.6% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling