+67.1%
V vs ACN
-42.9%
+110.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.3% |
| 7D | -1.1% | -4.8% | +3.7% | +0.6% |
| 30D | +1.9% | +1.9% | 0.0% | +1.0% |
| 3M | +15.5% | +3.9% | +11.7% | +12.6% |
| 6M | +16.6% | -15.0% | +31.6% | +22.0% |
| YTD | +5.7% | -31.9% | +37.6% | +20.1% |
| 1Y | +8.6% | -28.5% | +37.1% | +20.1% |
| 3Y | +52.5% | -41.9% | +94.4% | +79.0% |
| 5Y | +67.1% | -42.9% | +110.0% | +87.7% |
| All | +67.1% | -42.9% | +110.1% | +87.7% |
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