+248.8%
XLF vs ACN
+97.5%
+151.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.9% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -1.2% | +2.1% | -3.2% | -2.4% |
| 3M | +9.2% | +11.1% | -1.9% | +1.6% |
| 6M | +16.3% | -6.8% | +23.2% | +16.8% |
| YTD | +5.4% | -30.0% | +35.5% | +21.5% |
| 1Y | +7.6% | -23.1% | +30.7% | +17.1% |
| 3Y | +74.2% | -40.4% | +114.6% | +109.3% |
| 5Y | +66.1% | -41.6% | +107.7% | +95.2% |
| All | +248.8% | +97.5% | +151.3% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling