+890.9%
SPY vs ACN
+1,705.6%
-814.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +0.1% | +9.4% | -9.3% | -3.4% |
| 3M | +2.0% | +5.6% | -3.7% | -2.1% |
| 6M | +13.0% | -9.3% | +22.3% | +13.7% |
| YTD | +13.5% | -29.0% | +42.5% | +24.4% |
| 1Y | +20.0% | -24.7% | +44.6% | +27.8% |
| 3Y | +77.2% | -39.8% | +117.0% | +102.1% |
| 5Y | +81.9% | -40.9% | +122.8% | +106.6% |
| 10Y | +314.1% | +91.1% | +222.9% | +203.5% |
| All | +890.9% | +1,705.6% | -814.6% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling