+867.3%
SPY vs ACN
+2,419.8%
-1,552.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -0.6% | +1.6% | -2.1% | -1.2% |
| 30D | -3.7% | +24.6% | -28.3% | -11.4% |
| 3M | -2.7% | +46.2% | -48.9% | -16.6% |
| 6M | +2.2% | +46.2% | -44.0% | -14.4% |
| YTD | +10.8% | -0.9% | +11.7% | +6.1% |
| 1Y | +11.2% | +8.8% | +2.5% | +2.5% |
| 3Y | +76.5% | -14.3% | +90.7% | +74.7% |
| 5Y | +72.9% | -22.6% | +95.6% | +76.0% |
| 10Y | +304.8% | +153.7% | +151.1% | +164.2% |
| All | +867.3% | +2,419.8% | -1,552.6% | +195.8% |
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