+43.9%
GEV vs ACN
-28.0%
+71.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.4% |
| 7D | -1.9% | -7.9% | +6.0% | -4.7% |
| 30D | -8.7% | -1.1% | -7.6% | -8.7% |
| 3M | +6.6% | +5.6% | +1.0% | +13.4% |
| 6M | +10.2% | -9.9% | +20.2% | +14.8% |
| YTD | +41.6% | -32.3% | +73.9% | +43.5% |
| 1Y | +43.9% | -25.3% | +69.2% | +40.8% |
| All | +43.9% | -28.0% | +71.8% | +40.8% |
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 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