+249.6%
ALAB vs ACN
-28.9%
+278.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.4% | +16.1% | +13.1% |
| 7D | -5.6% | -2.5% | -3.1% | -6.0% |
| 30D | -36.6% | +22.6% | -59.3% | -33.1% |
| 3M | -35.1% | +45.9% | -81.0% | -28.5% |
| 6M | +8.5% | +43.8% | -35.3% | +26.9% |
| YTD | +30.4% | -2.5% | +32.8% | +65.0% |
| 1Y | +31.0% | +6.5% | +24.6% | +60.9% |
| All | +249.6% | -28.9% | +278.5% | +322.9% |
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