+18.0%
BAC vs ACN
-23.1%
+41.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -7.7% | +33.5% | -41.2% | -14.1% |
| 3M | -21.2% | +53.5% | -74.6% | -29.9% |
| 6M | -6.8% | +52.2% | -59.1% | -18.1% |
| YTD | -8.7% | -0.1% | -8.6% | -8.0% |
| 1Y | -5.3% | +11.0% | -16.3% | -8.6% |
| 3Y | +87.4% | -11.8% | +99.2% | +91.4% |
| All | +18.0% | -23.1% | +41.1% | +16.6% |
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