+235.7%
DIA vs ACN
+148.3%
+87.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.1% | -3.8% | +6.0% | +3.6% |
| 30D | +1.5% | +16.5% | -15.0% | -4.6% |
| 3M | -2.4% | +41.5% | -43.9% | -16.0% |
| 6M | +6.0% | +60.1% | -54.1% | -15.4% |
| YTD | +10.1% | -3.9% | +14.0% | +9.2% |
| 1Y | +11.8% | +4.1% | +7.7% | +6.3% |
| 3Y | +59.7% | -15.9% | +75.6% | +62.8% |
| 5Y | +57.9% | -26.3% | +84.2% | +68.9% |
| All | +235.7% | +148.3% | +87.4% | +81.2% |
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