+218.0%
XLE vs ACN
-40.9%
+258.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +11.8% | +9.4% | +2.4% | +10.0% |
| 3M | +9.8% | +5.6% | +4.2% | +8.4% |
| 6M | +15.6% | -9.3% | +24.8% | +17.0% |
| YTD | +45.3% | -29.0% | +74.2% | +54.0% |
| 1Y | +48.3% | -24.7% | +73.0% | +54.7% |
| 3Y | +55.4% | -39.8% | +95.3% | +67.7% |
| All | +218.0% | -40.9% | +258.9% | +223.8% |
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