+214.5%
BAC vs ACN
+147.7%
+66.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | +1.5% | -5.7% | +7.2% | +4.1% |
| 30D | -6.4% | +17.0% | -23.4% | -13.3% |
| 3M | -21.7% | +39.9% | -61.5% | -34.5% |
| 6M | +0.5% | +50.2% | -49.7% | -21.2% |
| YTD | -6.7% | -4.2% | -2.5% | -8.2% |
| 1Y | -4.7% | +4.3% | -9.0% | -11.1% |
| 3Y | +96.1% | -17.1% | +113.2% | +99.7% |
| 5Y | +21.7% | -26.5% | +48.2% | +30.4% |
| All | +214.5% | +147.7% | +66.7% | +45.0% |
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