+94.5%
QQQ vs ACN
-44.1%
+138.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +1.0% | -6.3% | +7.3% | +3.1% |
| 30D | -0.6% | -1.4% | +0.7% | -0.4% |
| 3M | +1.3% | +2.6% | -1.3% | -0.8% |
| 6M | +18.1% | -14.3% | +32.4% | +23.8% |
| YTD | +16.9% | -33.1% | +50.0% | +36.8% |
| 1Y | +24.0% | -28.8% | +52.8% | +39.4% |
| 3Y | +95.6% | -43.0% | +138.6% | +138.5% |
| 5Y | +94.5% | -44.0% | +138.5% | +128.4% |
| All | +94.5% | -44.1% | +138.6% | +128.4% |
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