+202.8%
TER vs ACN
-40.9%
+243.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.2% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -8.3% | +9.4% | -17.6% | -10.3% |
| 3M | -12.2% | +5.6% | -17.9% | -13.1% |
| 6M | +17.1% | -9.3% | +26.3% | +21.8% |
| YTD | +84.7% | -29.0% | +113.6% | +116.8% |
| 1Y | +199.9% | -24.7% | +224.6% | +234.8% |
| 3Y | +232.8% | -39.8% | +272.6% | +319.0% |
| All | +202.8% | -40.9% | +243.8% | +259.0% |
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