+86.4%
F vs ACN
+85.2%
+1.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -2.4% |
| 7D | +1.2% | -4.8% | +6.0% | +3.4% |
| 30D | +1.2% | +1.9% | -0.7% | +0.2% |
| 3M | -5.7% | +3.9% | -9.5% | -9.0% |
| 6M | +17.9% | -15.0% | +33.0% | +24.0% |
| YTD | +10.4% | -31.9% | +42.3% | +29.3% |
| 1Y | +25.3% | -28.5% | +53.8% | +41.6% |
| 3Y | +37.5% | -41.9% | +79.4% | +68.7% |
| 5Y | +46.5% | -42.9% | +89.4% | +78.5% |
| 10Y | +86.4% | +88.7% | -2.3% | +21.3% |
| All | +86.4% | +85.2% | +1.2% | +21.3% |
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