+632.4%
GEV vs ACN
-43.0%
+675.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +4.0% |
| 7D | +1.6% | -1.5% | +3.1% | +1.4% |
| 30D | -7.9% | +2.1% | -10.0% | -7.6% |
| 3M | +5.6% | +11.1% | -5.5% | +9.4% |
| 6M | +13.1% | -6.8% | +19.9% | +18.6% |
| YTD | +46.7% | -30.0% | +76.8% | +61.2% |
| 1Y | +51.3% | -23.1% | +74.4% | +60.9% |
| All | +632.4% | -43.0% | +675.4% | +802.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling