+64.1%
DIA vs ACN
-42.9%
+107.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.3% |
| 30D | -2.1% | +1.9% | -4.0% | -2.7% |
| 3M | +4.2% | +3.9% | +0.3% | +2.3% |
| 6M | +11.9% | -15.0% | +26.9% | +16.2% |
| YTD | +10.8% | -31.9% | +42.7% | +23.3% |
| 1Y | +17.5% | -28.5% | +46.0% | +28.0% |
| 3Y | +59.9% | -41.9% | +101.8% | +83.3% |
| 5Y | +64.1% | -42.9% | +107.0% | +80.4% |
| All | +64.1% | -42.9% | +107.1% | +80.4% |
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