+788.5%
XLK vs ACN
+97.5%
+690.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | -0.3% |
| 7D | +0.2% | -1.5% | +1.7% | +0.9% |
| 30D | -0.6% | +2.1% | -2.7% | -2.1% |
| 3M | +2.6% | +11.1% | -8.5% | -6.3% |
| 6M | +34.0% | -6.8% | +40.8% | +33.4% |
| YTD | +30.7% | -30.0% | +60.7% | +53.0% |
| 1Y | +39.2% | -23.1% | +62.3% | +51.7% |
| 3Y | +120.4% | -40.4% | +160.8% | +173.3% |
| 5Y | +148.8% | -41.6% | +190.4% | +207.2% |
| All | +788.5% | +97.5% | +690.9% | +430.9% |
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