+53.4%
T vs ACN
-23.1%
+76.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +1.0% | +0.9% | +0.2% | +0.9% |
| 30D | -10.6% | +33.5% | -44.1% | -13.9% |
| 3M | -7.7% | +53.5% | -61.2% | -13.0% |
| 6M | -13.3% | +52.2% | -65.5% | -18.7% |
| YTD | -8.8% | -0.1% | -8.7% | -9.7% |
| 1Y | -8.4% | +11.0% | -19.4% | -11.1% |
| 3Y | +59.6% | -11.8% | +71.4% | +58.1% |
| All | +53.4% | -23.1% | +76.6% | +47.8% |
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 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