+76.5%
SPY vs ACN
-13.1%
+89.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -0.6% | +1.6% | -2.1% | -0.8% |
| 30D | -3.7% | +24.6% | -28.3% | -6.2% |
| 3M | -2.7% | +46.2% | -48.9% | -7.4% |
| 6M | +2.2% | +46.2% | -44.0% | -2.6% |
| YTD | +10.8% | -0.9% | +11.7% | +15.5% |
| 1Y | +11.2% | +8.8% | +2.5% | +12.6% |
| 3Y | +76.5% | -14.3% | +90.7% | +85.0% |
| All | +76.5% | -13.1% | +89.6% | +85.0% |
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