+68.4%
T vs ACN
+86.3%
-17.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -3.1% | -6.3% | +3.2% | -1.5% |
| 30D | +4.6% | -1.4% | +5.9% | +4.8% |
| 3M | +12.2% | +2.6% | +9.7% | +10.4% |
| 6M | -6.5% | -14.3% | +7.8% | -4.1% |
| YTD | +4.9% | -33.1% | +38.0% | +14.5% |
| 1Y | -10.5% | -28.8% | +18.3% | -4.5% |
| 3Y | +104.6% | -43.0% | +147.5% | +127.5% |
| 5Y | +64.2% | -44.0% | +108.2% | +78.7% |
| 10Y | +68.4% | +88.5% | -20.1% | +14.2% |
| All | +68.4% | +86.3% | -17.9% | +14.2% |
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