+99.1%
V vs ACN
-23.1%
+122.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +13.6% | +33.5% | -20.0% | +3.5% |
| 3M | +14.3% | +53.5% | -39.2% | -1.5% |
| 6M | +33.1% | +52.2% | -19.1% | +13.3% |
| YTD | +21.2% | -0.1% | +21.3% | +20.7% |
| 1Y | +26.4% | +11.0% | +15.4% | +19.8% |
| 3Y | +77.6% | -11.8% | +89.4% | +79.7% |
| All | +99.1% | -23.1% | +122.2% | +103.0% |
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