+9.5%
XLE vs ACN
+48.0%
-38.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | -12.0% | +0.9% | -12.9% | -12.0% |
| 30D | -2.7% | +33.5% | -36.3% | -3.7% |
| 3M | +6.6% | +53.5% | -46.9% | +5.0% |
| 6M | +9.5% | +52.2% | -42.7% | +7.9% |
| All | +9.5% | +48.0% | -38.5% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling