+199.9%
TER vs ACN
-24.8%
+224.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +3.5% |
| 7D | +0.6% | -1.5% | +2.1% | -0.2% |
| 30D | -8.3% | +9.4% | -17.6% | -2.6% |
| 3M | -12.2% | +5.6% | -17.9% | +0.7% |
| 6M | +17.1% | -9.3% | +26.3% | +32.1% |
| YTD | +84.7% | -29.0% | +113.6% | +102.3% |
| 1Y | +199.9% | -24.7% | +224.6% | +223.9% |
| All | +199.9% | -24.8% | +224.7% | +223.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling