-40.6%
ACN vs XRT
-1.0%
-39.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.7% |
| 3M | +5.6% | +5.1% | +0.6% | +2.9% |
| 6M | -9.3% | +2.4% | -11.7% | -10.6% |
| YTD | -29.0% | +3.2% | -32.2% | -30.2% |
| 1Y | -24.7% | +1.5% | -26.2% | -25.4% |
| 3Y | -39.8% | +40.6% | -80.4% | -50.3% |
| All | -40.6% | -1.0% | -39.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling