+28.8%
BAC vs ACN
-28.4%
+57.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.2% |
| 7D | +1.2% | -4.8% | +6.0% | +1.5% |
| 30D | -0.7% | +1.9% | -2.6% | -0.9% |
| 3M | +16.9% | +3.9% | +13.1% | +16.4% |
| 6M | +29.6% | -15.0% | +44.6% | +31.5% |
| YTD | +15.3% | -31.9% | +47.2% | +18.8% |
| 1Y | +28.8% | -28.5% | +57.3% | +31.8% |
| All | +28.8% | -28.4% | +57.3% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling