+58.1%
XLE vs ACN
-11.6%
+69.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | -12.0% | +0.9% | -12.9% | -12.1% |
| 30D | -2.7% | +33.5% | -36.3% | -5.2% |
| 3M | +6.6% | +53.5% | -46.9% | +2.4% |
| 6M | +9.5% | +52.2% | -42.7% | +5.0% |
| YTD | +40.6% | -0.1% | +40.7% | +41.7% |
| 1Y | +43.6% | +11.0% | +32.6% | +42.0% |
| 3Y | +58.1% | -11.8% | +69.9% | +58.6% |
| All | +58.1% | -11.6% | +69.6% | +58.6% |
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