+54.6%
XLE vs ACN
-39.8%
+94.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +2.2% | -1.5% | +3.7% | +2.3% |
| 30D | +11.8% | +9.4% | +2.4% | +10.8% |
| 3M | +9.8% | +5.6% | +4.2% | +9.2% |
| 6M | +15.6% | -9.3% | +24.8% | +16.6% |
| YTD | +45.3% | -29.0% | +74.2% | +50.9% |
| 1Y | +48.3% | -24.7% | +73.0% | +52.3% |
| All | +54.6% | -39.8% | +94.4% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling