+33.6%
TER vs ACN
+7.5%
+26.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | +0.8% |
| 7D | -8.9% | +1.6% | -10.4% | -7.6% |
| 30D | -39.1% | +24.6% | -63.7% | -28.9% |
| 3M | -32.8% | +46.2% | -78.9% | -11.8% |
| 6M | -31.7% | +46.2% | -77.9% | +0.1% |
| YTD | +26.9% | -0.9% | +27.8% | +67.6% |
| 1Y | +33.6% | +8.8% | +24.8% | +74.4% |
| All | +33.6% | +7.5% | +26.0% | +74.4% |
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