-17.2%
F vs ACN
-26.4%
+9.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -3.8% | +0.7% | -1.8% |
| 30D | 0.0% | +16.5% | -16.5% | -5.5% |
| 3M | -13.2% | +41.5% | -54.7% | -24.3% |
| 6M | -10.2% | +60.1% | -70.3% | -26.7% |
| YTD | -4.9% | -3.9% | -1.0% | -2.1% |
| 1Y | -6.1% | +4.1% | -10.2% | -8.0% |
| 3Y | +46.0% | -15.9% | +61.8% | +53.2% |
| All | -17.2% | -26.4% | +9.2% | -15.1% |
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