+170.7%
XLE vs ACN
+85.2%
+85.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.6% |
| 7D | 0.0% | -4.8% | +4.8% | +1.8% |
| 30D | +12.6% | +1.9% | +10.8% | +11.5% |
| 3M | +11.8% | +3.9% | +8.0% | +8.3% |
| 6M | +16.1% | -15.0% | +31.1% | +21.0% |
| YTD | +46.9% | -31.9% | +78.8% | +66.8% |
| 1Y | +53.3% | -28.5% | +81.8% | +69.0% |
| 3Y | +54.9% | -41.9% | +96.8% | +81.0% |
| 5Y | +225.7% | -42.9% | +268.5% | +266.3% |
| 10Y | +170.7% | +88.7% | +81.9% | +56.2% |
| All | +170.7% | +85.2% | +85.5% | +56.2% |
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 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