-39.9%
ACN vs XRT
+45.1%
-85.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.9% |
| 30D | +9.4% | -4.2% | +13.6% | +11.6% |
| 3M | +5.6% | +5.1% | +0.6% | +3.1% |
| 6M | -9.3% | +2.4% | -11.7% | -10.5% |
| YTD | -29.0% | +3.2% | -32.2% | -30.0% |
| 1Y | -24.7% | +1.5% | -26.2% | -25.4% |
| All | -39.9% | +45.1% | -85.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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