+16.2%
DIA vs ACN
-29.6%
+45.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -1.2% | -6.3% | +5.1% | -0.8% |
| 30D | -2.7% | -1.4% | -1.3% | -2.6% |
| 3M | +3.3% | +2.6% | +0.7% | +3.3% |
| 6M | +10.4% | -14.3% | +24.7% | +12.6% |
| YTD | +10.0% | -33.1% | +43.1% | +16.7% |
| 1Y | +16.2% | -28.8% | +45.0% | +21.4% |
| All | +16.2% | -29.6% | +45.8% | +21.4% |
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 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