+1,277.7%
ACN vs XRT
+552.1%
+725.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.0% | -4.2% |
| 7D | -2.5% | +2.5% | -5.0% | -3.9% |
| 30D | +22.6% | +10.3% | +12.3% | +16.6% |
| 3M | +45.9% | +2.4% | +43.5% | +44.2% |
| 6M | +43.8% | +10.0% | +33.8% | +36.7% |
| YTD | -2.5% | +9.5% | -12.0% | -7.1% |
| 1Y | +6.5% | +17.2% | -10.7% | -2.0% |
| 3Y | -14.2% | +62.0% | -76.2% | -34.2% |
| 5Y | -24.4% | -2.1% | -22.3% | -26.9% |
| 10Y | +156.3% | +152.6% | +3.8% | +37.7% |
| All | +1,277.7% | +552.1% | +725.7% | +321.1% |
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