+71.7%
TER vs ACN
-26.4%
+98.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +14.4% | -3.8% | +18.2% | +14.7% |
| 30D | -30.6% | +16.5% | -47.1% | -32.3% |
| 3M | -39.2% | +41.5% | -80.7% | -43.1% |
| 6M | -31.3% | +60.1% | -91.3% | -39.4% |
| YTD | +29.1% | -3.9% | +33.0% | +43.5% |
| 1Y | +47.4% | +4.1% | +43.3% | +54.3% |
| 3Y | +191.2% | -15.9% | +207.1% | +238.1% |
| All | +71.7% | -26.4% | +98.1% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling