+62.5%
T vs ACN
+148.3%
-85.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | -3.8% | +6.4% | +3.5% |
| 30D | -3.8% | +16.5% | -20.3% | -7.4% |
| 3M | -8.7% | +41.5% | -50.2% | -16.9% |
| 6M | -8.1% | +60.1% | -68.2% | -19.9% |
| YTD | -6.4% | -3.9% | -2.5% | -7.2% |
| 1Y | -9.8% | +4.1% | -13.8% | -12.8% |
| 3Y | +65.5% | -15.9% | +81.3% | +65.8% |
| 5Y | +57.0% | -26.3% | +83.3% | +61.7% |
| All | +62.5% | +148.3% | -85.8% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling