+591.8%
ON vs ACN
+86.3%
+505.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.0% |
| 7D | -1.9% | -6.3% | +4.4% | +2.1% |
| 30D | -11.0% | -1.4% | -9.7% | -10.9% |
| 3M | -39.3% | +2.6% | -41.9% | -43.9% |
| 6M | +19.8% | -14.3% | +34.1% | +22.1% |
| YTD | +31.1% | -33.1% | +64.2% | +60.9% |
| 1Y | +46.0% | -28.8% | +74.8% | +68.6% |
| 3Y | -27.5% | -43.0% | +15.4% | -2.7% |
| 5Y | +56.9% | -44.0% | +100.9% | +115.1% |
| 10Y | +591.8% | +88.5% | +503.3% | +250.6% |
| All | +591.8% | +86.3% | +505.5% | +250.6% |
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