+1,300.2%
ACN vs XRT
+549.7%
+750.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +1.6% | +4.1% | -2.5% | -0.7% |
| 30D | +24.6% | +9.9% | +14.7% | +18.7% |
| 3M | +46.2% | +2.3% | +43.9% | +44.5% |
| 6M | +46.2% | +9.6% | +36.6% | +39.2% |
| YTD | -0.9% | +9.1% | -10.0% | -5.4% |
| 1Y | +8.8% | +16.2% | -7.5% | +0.5% |
| 3Y | -14.3% | +60.1% | -74.3% | -33.9% |
| 5Y | -22.6% | -0.5% | -22.1% | -25.8% |
| 10Y | +153.7% | +145.1% | +8.6% | +38.5% |
| All | +1,300.2% | +549.7% | +750.5% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling