+78.5%
SPY vs ACN
-42.6%
+121.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | +0.5% | -4.8% | +5.4% | +1.2% |
| 30D | -0.9% | +1.9% | -2.8% | -1.3% |
| 3M | +3.9% | +3.9% | 0.0% | +3.3% |
| 6M | +14.5% | -15.0% | +29.5% | +18.7% |
| YTD | +12.9% | -31.9% | +44.8% | +23.6% |
| 1Y | +19.4% | -28.5% | +47.9% | +28.5% |
| 3Y | +78.5% | -41.9% | +120.4% | +96.1% |
| All | +78.5% | -42.6% | +121.1% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling