+69.5%
T vs ACN
-42.1%
+111.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.5% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +7.5% | +2.1% | +5.4% | +7.1% |
| 3M | +14.8% | +11.1% | +3.7% | +12.6% |
| 6M | -1.7% | -6.8% | +5.1% | -1.8% |
| YTD | +8.7% | -30.0% | +38.7% | +12.8% |
| 1Y | -7.5% | -23.1% | +15.7% | -5.7% |
| 3Y | +110.2% | -40.4% | +150.6% | +120.3% |
| All | +69.5% | -42.1% | +111.6% | +70.0% |
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