+766.4%
XLE vs ACN
+1,705.6%
-939.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | +11.8% | +9.4% | +2.4% | +7.9% |
| 3M | +9.8% | +5.6% | +4.2% | +5.6% |
| 6M | +15.6% | -9.3% | +24.8% | +16.5% |
| YTD | +45.3% | -29.0% | +74.2% | +58.9% |
| 1Y | +48.3% | -24.7% | +73.0% | +57.7% |
| 3Y | +55.4% | -39.8% | +95.3% | +75.7% |
| 5Y | +216.1% | -40.9% | +257.0% | +250.3% |
| 10Y | +178.4% | +91.1% | +87.3% | +95.6% |
| All | +766.4% | +1,705.6% | -939.2% | +216.4% |
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