+1,253.8%
ACN vs XME
+175.1%
+1,078.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.9% |
| 7D | -5.7% | +5.3% | -11.1% | -7.3% |
| 30D | +17.0% | -8.2% | +25.2% | +19.4% |
| 3M | +39.9% | -18.4% | +58.3% | +47.1% |
| 6M | +50.2% | -22.8% | +73.0% | +59.0% |
| YTD | -4.2% | -7.9% | +3.7% | -5.1% |
| 1Y | +4.3% | -0.9% | +5.2% | +0.7% |
| 3Y | -17.1% | +96.0% | -113.1% | -37.0% |
| 5Y | -26.5% | +110.3% | -136.8% | -46.2% |
| 10Y | +147.7% | +272.8% | -125.2% | +43.4% |
| All | +1,253.8% | +175.1% | +1,078.7% | +610.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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