-12.5%
TLT vs ACN
+159.3%
-171.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.2% |
| 30D | +5.1% | +22.6% | -17.5% | +5.9% |
| 3M | -0.2% | +45.9% | -46.1% | +1.3% |
| 6M | -2.9% | +43.8% | -46.7% | -1.4% |
| YTD | -2.7% | -2.5% | -0.2% | -2.9% |
| 1Y | -4.6% | +6.5% | -11.1% | -4.4% |
| 3Y | +6.1% | -14.2% | +20.3% | +5.5% |
| 5Y | -35.1% | -24.4% | -10.7% | -36.4% |
| 10Y | -12.5% | +156.3% | -168.8% | +3.0% |
| All | -12.5% | +159.3% | -171.7% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling