-13.5%
F vs ACN
-24.2%
+10.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.4% |
| 7D | -2.1% | -4.0% | +1.9% | -0.8% |
| 30D | +3.3% | +19.0% | -15.7% | -3.1% |
| 3M | -11.3% | +42.2% | -53.5% | -22.7% |
| 6M | +5.3% | +50.1% | -44.8% | -11.7% |
| YTD | -2.2% | -2.7% | +0.5% | +0.2% |
| 1Y | -3.5% | +7.6% | -11.1% | -7.0% |
| 3Y | +49.5% | -15.9% | +65.4% | +57.8% |
| 5Y | -13.5% | -24.4% | +10.9% | -11.9% |
| All | -13.5% | -24.2% | +10.7% | -11.9% |
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