+49.9%
XLE vs ACN
+10.1%
+39.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.8% | -8.6% | -4.8% |
| 7D | -7.2% | +8.6% | -15.8% | -7.4% |
| 30D | +0.1% | +36.6% | -36.5% | -0.8% |
| 3M | +9.2% | +56.3% | -47.1% | +7.7% |
| 6M | +8.4% | +49.7% | -41.3% | +6.8% |
| YTD | +44.9% | +1.3% | +43.6% | +42.4% |
| 1Y | +49.9% | +11.9% | +37.9% | +46.2% |
| All | +49.9% | +10.1% | +39.8% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling