+514.9%
GEV vs ACN
-21.7%
+536.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.8% |
| 7D | +3.7% | -3.8% | +7.6% | +3.1% |
| 30D | -14.7% | +16.5% | -31.2% | -12.6% |
| 3M | -23.4% | +41.5% | -64.9% | -19.4% |
| 6M | -24.3% | +60.1% | -84.4% | -18.5% |
| YTD | +23.2% | -3.9% | +27.1% | +41.7% |
| 1Y | +44.2% | +4.1% | +40.1% | +61.3% |
| All | +514.9% | -21.7% | +536.5% | +693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling