+224.0%
TER vs ACN
-28.3%
+252.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +1.7% |
| 7D | +11.0% | -4.8% | +15.8% | +8.0% |
| 30D | -1.9% | +1.9% | -3.8% | +0.1% |
| 3M | -0.7% | +3.9% | -4.5% | +12.4% |
| 6M | +36.4% | -15.0% | +51.4% | +49.6% |
| YTD | +92.4% | -31.9% | +124.3% | +105.3% |
| All | +224.0% | -28.3% | +252.3% | +240.9% |
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