+995.4%
TER vs ACN
+148.3%
+847.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +14.4% | -3.8% | +18.2% | +15.8% |
| 30D | -30.6% | +16.5% | -47.1% | -35.7% |
| 3M | -39.2% | +41.5% | -80.7% | -49.5% |
| 6M | -31.3% | +60.1% | -91.3% | -49.8% |
| YTD | +29.1% | -3.9% | +33.0% | +25.5% |
| 1Y | +47.4% | +4.1% | +43.3% | +34.0% |
| 3Y | +191.2% | -15.9% | +207.1% | +198.5% |
| 5Y | +74.0% | -26.3% | +100.3% | +96.6% |
| All | +995.4% | +148.3% | +847.2% | +373.2% |
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