+57.1%
DIA vs ACN
-24.3%
+81.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +2.7% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +1.4% | +22.6% | -21.2% | -3.4% |
| 3M | -2.7% | +45.9% | -48.6% | -11.6% |
| 6M | +6.2% | +43.8% | -37.6% | -4.1% |
| YTD | +10.1% | -2.5% | +12.6% | +11.9% |
| 1Y | +13.0% | +6.5% | +6.5% | +11.1% |
| 3Y | +61.9% | -14.2% | +76.0% | +67.4% |
| 5Y | +57.1% | -24.4% | +81.5% | +62.5% |
| All | +57.1% | -24.3% | +81.3% | +62.5% |
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