+14.7%
XLF vs ACN
+10.1%
+4.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +3.1% |
| 7D | +5.5% | +8.6% | -3.1% | +4.5% |
| 30D | +9.9% | +36.6% | -26.7% | +6.2% |
| 3M | +2.6% | +56.3% | -53.7% | -2.6% |
| 6M | +15.6% | +49.7% | -34.1% | +9.8% |
| YTD | +9.4% | +1.3% | +8.1% | +11.5% |
| 1Y | +14.7% | +11.9% | +2.8% | +14.5% |
| All | +14.7% | +10.1% | +4.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling