+69.0%
F vs ACN
+150.4%
-81.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.6% |
| 7D | -2.1% | -4.0% | +1.9% | -0.4% |
| 30D | +3.3% | +19.0% | -15.7% | -4.7% |
| 3M | -11.3% | +42.2% | -53.5% | -25.4% |
| 6M | +5.3% | +50.1% | -44.8% | -16.0% |
| YTD | -2.2% | -2.7% | +0.5% | -3.6% |
| 1Y | -3.5% | +7.6% | -11.1% | -10.6% |
| 3Y | +49.5% | -15.9% | +65.4% | +53.5% |
| 5Y | -13.5% | -24.4% | +10.9% | -7.0% |
| 10Y | +69.0% | +151.4% | -82.4% | -8.2% |
| All | +69.0% | +150.4% | -81.4% | -8.2% |
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