+251.7%
BAC vs ACN
+159.3%
+92.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.6% | +3.3% |
| 7D | +2.0% | -2.5% | +4.5% | +3.1% |
| 30D | -6.9% | +22.6% | -29.6% | -15.6% |
| 3M | -19.6% | +45.9% | -65.5% | -34.0% |
| 6M | -0.5% | +43.8% | -44.3% | -20.0% |
| YTD | -6.6% | -2.5% | -4.2% | -8.8% |
| 1Y | -3.0% | +6.5% | -9.4% | -10.3% |
| 3Y | +97.3% | -14.2% | +111.5% | +97.1% |
| 5Y | +21.9% | -24.4% | +46.3% | +28.5% |
| 10Y | +251.7% | +156.3% | +95.3% | +62.1% |
| All | +251.7% | +159.3% | +92.4% | +62.1% |
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