+151.8%
TER vs ACN
-11.6%
+163.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.3% | +2.2% |
| 7D | -20.5% | +0.9% | -21.3% | -20.2% |
| 30D | -47.0% | +33.5% | -80.5% | -43.4% |
| 3M | -43.3% | +53.5% | -96.7% | -37.6% |
| 6M | -42.9% | +52.2% | -95.1% | -34.5% |
| YTD | +12.9% | -0.1% | +13.0% | +43.7% |
| 1Y | +18.2% | +11.0% | +7.1% | +42.4% |
| 3Y | +151.8% | -11.8% | +163.6% | +189.4% |
| All | +151.8% | -11.6% | +163.3% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling