+17.5%
SPY vs ACN
-28.0%
+45.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -2.0% | -7.9% | +5.9% | -1.8% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | +4.7% | +5.6% | -0.9% | +5.2% |
| 6M | +12.5% | -9.9% | +22.5% | +14.4% |
| YTD | +11.7% | -32.3% | +44.0% | +17.9% |
| 1Y | +17.5% | -25.3% | +42.8% | +22.3% |
| All | +17.5% | -28.0% | +45.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling