+23.4%
BA vs ACN
+147.7%
-124.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.0% |
| 7D | -0.6% | -5.7% | +5.2% | +2.4% |
| 30D | -8.0% | +17.0% | -25.1% | -15.6% |
| 3M | -25.8% | +39.9% | -65.7% | -39.1% |
| 6M | -27.6% | +50.2% | -77.8% | -44.9% |
| YTD | -21.0% | -4.2% | -16.8% | -22.5% |
| 1Y | -12.3% | +4.3% | -16.6% | -19.1% |
| 3Y | -12.8% | -17.1% | +4.3% | -11.4% |
| 5Y | -22.4% | -26.5% | +4.1% | -16.0% |
| All | +23.4% | +147.7% | -124.4% | -47.0% |
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