+436.7%
GE vs ACN
-42.9%
+479.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.3% |
| 7D | +1.2% | -4.8% | +6.0% | +2.3% |
| 30D | -9.5% | +1.9% | -11.4% | -10.2% |
| 3M | +4.1% | +3.9% | +0.3% | +2.1% |
| 6M | +3.9% | -15.0% | +18.9% | +8.1% |
| YTD | +9.0% | -31.9% | +40.9% | +21.9% |
| 1Y | +21.9% | -28.5% | +50.4% | +32.8% |
| 3Y | +281.8% | -41.9% | +323.7% | +344.0% |
| 5Y | +436.7% | -42.9% | +479.6% | +491.2% |
| All | +436.7% | -42.9% | +479.7% | +491.2% |
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 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