+112.4%
C vs ACN
-25.8%
+138.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | +4.7% | -5.7% | +10.5% | +6.2% |
| 30D | +0.2% | +17.0% | -16.9% | -4.0% |
| 3M | -9.3% | +39.9% | -49.2% | -17.7% |
| 6M | -0.8% | +50.2% | -51.0% | -13.1% |
| YTD | +8.5% | -4.2% | +12.7% | +11.3% |
| 1Y | +23.1% | +4.3% | +18.8% | +21.8% |
| 3Y | +220.8% | -17.1% | +237.9% | +239.1% |
| 5Y | +112.4% | -26.5% | +138.9% | +110.4% |
| All | +112.4% | -25.8% | +138.2% | +110.4% |
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