+627.7%
GEV vs ACN
-45.5%
+673.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.3% |
| 7D | +3.2% | -6.3% | +9.5% | +2.3% |
| 30D | -4.0% | -1.4% | -2.6% | -4.1% |
| 3M | +3.4% | +2.6% | +0.8% | +6.6% |
| 6M | +14.7% | -14.3% | +29.0% | +20.3% |
| YTD | +45.8% | -33.1% | +78.9% | +59.3% |
| 1Y | +57.4% | -28.8% | +86.2% | +68.0% |
| All | +627.7% | -45.5% | +673.1% | +791.9% |
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