+81.8%
SPY vs ACN
-42.9%
+124.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.6% |
| 7D | +0.5% | -4.8% | +5.4% | +1.9% |
| 30D | -0.9% | +1.9% | -2.8% | -1.6% |
| 3M | +3.9% | +3.9% | 0.0% | +1.8% |
| 6M | +14.5% | -15.0% | +29.5% | +19.7% |
| YTD | +12.9% | -31.9% | +44.8% | +28.0% |
| 1Y | +19.4% | -28.5% | +47.9% | +31.8% |
| 3Y | +78.5% | -41.9% | +120.4% | +109.2% |
| 5Y | +81.8% | -42.9% | +124.6% | +104.1% |
| All | +81.8% | -42.9% | +124.7% | +104.1% |
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 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