+153.7%
ACN vs Z
-19.5%
+173.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.6% |
| 7D | +1.6% | -6.5% | +8.0% | +2.5% |
| 30D | +24.6% | -0.1% | +24.7% | +24.2% |
| 3M | +46.2% | -14.1% | +60.3% | +49.5% |
| 6M | +46.2% | -30.1% | +76.2% | +54.6% |
| YTD | -0.9% | -57.5% | +56.6% | +13.1% |
| 1Y | +8.8% | -60.3% | +69.1% | +25.3% |
| 3Y | -14.3% | -21.0% | +6.8% | -14.0% |
| 5Y | -22.6% | -54.9% | +32.3% | -18.8% |
| 10Y | +153.7% | -16.0% | +169.8% | +114.7% |
| All | +153.7% | -19.5% | +173.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling