+52.4%
GEV vs ACN
+10.1%
+42.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.8% | -13.1% | -7.8% |
| 7D | -5.1% | +8.6% | -13.7% | -1.8% |
| 30D | -15.8% | +36.6% | -52.4% | -4.9% |
| 3M | -18.2% | +56.3% | -74.5% | -1.7% |
| 6M | -22.4% | +49.7% | -72.0% | -3.6% |
| YTD | +27.7% | +1.3% | +26.4% | +44.0% |
| 1Y | +52.4% | +11.9% | +40.4% | +74.1% |
| All | +52.4% | +10.1% | +42.3% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling