+620.7%
GEV vs ACN
-42.1%
+662.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.4% |
| 7D | +3.3% | -1.5% | +4.8% | +3.1% |
| 30D | -7.5% | +9.4% | -16.8% | -6.3% |
| 3M | -2.2% | +5.6% | -7.8% | +1.8% |
| 6M | +12.1% | -9.3% | +21.3% | +18.4% |
| YTD | +44.4% | -29.0% | +73.4% | +58.9% |
| 1Y | +57.7% | -24.7% | +82.3% | +69.8% |
| All | +620.7% | -42.1% | +662.8% | +790.1% |
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 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