+1,612.4%
ACN vs XLY
+928.0%
+684.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -7.9% | -3.9% | -4.0% | -5.2% |
| 30D | -1.1% | -6.1% | +5.0% | +3.7% |
| 3M | +5.6% | -1.2% | +6.8% | +6.1% |
| 6M | -9.9% | -1.8% | -8.2% | -9.7% |
| YTD | -32.3% | -5.9% | -26.5% | -29.9% |
| 1Y | -25.3% | -3.1% | -22.2% | -24.4% |
| 3Y | -42.3% | +36.0% | -78.2% | -55.7% |
| 5Y | -43.5% | +27.6% | -71.0% | -55.4% |
| 10Y | +90.8% | +216.8% | -126.0% | -23.4% |
| All | +1,612.4% | +928.0% | +684.5% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling