-20.6%
BA vs ACN
-22.7%
+2.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | 0.0% | +1.6% | -1.5% | -0.4% |
| 30D | -8.9% | +24.6% | -33.6% | -14.6% |
| 3M | -25.5% | +46.2% | -71.7% | -33.9% |
| 6M | -27.0% | +46.2% | -73.1% | -35.9% |
| YTD | -20.1% | -0.9% | -19.3% | -19.5% |
| 1Y | -11.0% | +8.8% | -19.8% | -14.1% |
| 3Y | -11.8% | -14.3% | +2.4% | -8.9% |
| 5Y | -20.6% | -22.6% | +2.0% | -22.3% |
| All | -20.6% | -22.7% | +2.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling