+1,006.2%
TER vs ACN
+160.2%
+846.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.8% |
| 7D | -8.9% | +1.6% | -10.4% | -9.7% |
| 30D | -39.1% | +24.6% | -63.7% | -45.0% |
| 3M | -32.8% | +46.2% | -78.9% | -44.8% |
| 6M | -31.7% | +46.2% | -77.9% | -46.9% |
| YTD | +26.9% | -0.9% | +27.8% | +22.1% |
| 1Y | +33.6% | +8.8% | +24.8% | +19.0% |
| 3Y | +181.5% | -14.3% | +195.8% | +188.7% |
| 5Y | +76.1% | -22.6% | +98.8% | +94.0% |
| 10Y | +1,006.2% | +153.7% | +852.5% | +388.7% |
| All | +1,006.2% | +160.2% | +846.0% | +388.7% |
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