+53.9%
F vs ACN
-40.9%
+94.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.7% |
| 7D | +5.3% | -1.5% | +6.9% | +5.9% |
| 30D | +4.6% | +9.4% | -4.8% | +1.0% |
| 3M | -3.7% | +5.6% | -9.3% | -6.4% |
| 6M | +16.8% | -9.3% | +26.1% | +20.2% |
| YTD | +15.3% | -29.0% | +44.3% | +33.3% |
| 1Y | +31.0% | -24.7% | +55.7% | +45.4% |
| 3Y | +45.4% | -39.8% | +85.3% | +75.5% |
| All | +53.9% | -40.9% | +94.9% | +80.7% |
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