+218.3%
C vs ACN
+150.4%
+67.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.5% |
| 7D | -0.4% | -4.0% | +3.6% | +1.4% |
| 30D | -5.3% | +19.0% | -24.3% | -13.6% |
| 3M | -8.0% | +42.2% | -50.2% | -24.8% |
| 6M | -0.3% | +50.1% | -50.4% | -23.6% |
| YTD | +8.6% | -2.7% | +11.4% | +6.0% |
| 1Y | +25.8% | +7.6% | +18.2% | +14.6% |
| 3Y | +221.2% | -15.9% | +237.0% | +226.4% |
| 5Y | +113.6% | -24.4% | +137.9% | +125.3% |
| 10Y | +218.3% | +151.4% | +66.9% | +42.3% |
| All | +218.3% | +150.4% | +67.9% | +42.3% |
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 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