+81.0%
F vs ACN
+159.3%
-78.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | -0.6% | -2.5% | +1.9% | +0.4% |
| 30D | +2.9% | +22.6% | -19.8% | -6.4% |
| 3M | -9.5% | +45.9% | -55.4% | -24.7% |
| 6M | +4.0% | +43.8% | -39.8% | -15.1% |
| YTD | -1.3% | -2.5% | +1.2% | -2.8% |
| 1Y | -1.9% | +6.5% | -8.4% | -8.5% |
| 3Y | +53.5% | -14.2% | +67.6% | +55.7% |
| 5Y | -15.1% | -24.4% | +9.3% | -8.6% |
| 10Y | +81.0% | +156.3% | -75.3% | -2.8% |
| All | +81.0% | +159.3% | -78.3% | -2.8% |
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