+7.6%
XLF vs ACN
-22.8%
+30.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | -1.2% | +2.1% | -3.2% | -1.5% |
| 3M | +9.2% | +11.1% | -1.9% | +7.1% |
| 6M | +16.3% | -6.8% | +23.2% | +17.4% |
| YTD | +5.4% | -30.0% | +35.5% | +12.8% |
| 1Y | +7.6% | -23.1% | +30.7% | +12.1% |
| All | +7.6% | -22.8% | +30.4% | +12.1% |
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