+738.3%
XLE vs ACN
+2,439.2%
-1,700.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.6% |
| 7D | -12.0% | +0.9% | -12.9% | -12.4% |
| 30D | -2.7% | +33.5% | -36.3% | -12.7% |
| 3M | +6.6% | +53.5% | -46.9% | -10.2% |
| 6M | +9.5% | +52.2% | -42.7% | -9.5% |
| YTD | +40.6% | -0.1% | +40.7% | +34.2% |
| 1Y | +43.6% | +11.0% | +32.6% | +31.3% |
| 3Y | +58.1% | -11.8% | +69.9% | +53.7% |
| 5Y | +152.2% | -22.8% | +175.0% | +151.7% |
| 10Y | +172.9% | +162.4% | +10.5% | +68.9% |
| All | +738.3% | +2,439.2% | -1,700.9% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling