+365.7%
ALAB vs ACN
-50.4%
+416.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -7.7% |
| 7D | +3.2% | -4.8% | +8.0% | +2.2% |
| 30D | -13.6% | +1.9% | -15.4% | -13.1% |
| 3M | -16.6% | +3.9% | -20.5% | -10.9% |
| 6M | +142.3% | -15.0% | +157.3% | +167.9% |
| YTD | +73.6% | -31.9% | +105.5% | +100.5% |
| 1Y | +33.7% | -28.5% | +62.2% | +51.8% |
| All | +365.7% | -50.4% | +416.0% | +413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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