+47.4%
TER vs ACN
+5.4%
+42.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -1.7% |
| 7D | +24.0% | -5.7% | +29.7% | +19.6% |
| 30D | -30.6% | +17.0% | -47.7% | -22.2% |
| 3M | -34.5% | +39.9% | -74.4% | -16.3% |
| 6M | -26.4% | +50.2% | -76.6% | +8.6% |
| YTD | +36.4% | -4.2% | +40.6% | +76.0% |
| 1Y | +47.4% | +4.3% | +43.1% | +89.3% |
| All | +47.4% | +5.4% | +42.0% | +89.3% |
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