+1,811.3%
XLK vs ACN
+1,631.2%
+180.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +2.1% |
| 7D | +2.3% | -4.8% | +7.1% | +4.4% |
| 30D | -0.1% | +1.9% | -1.9% | -1.3% |
| 3M | +2.1% | +3.9% | -1.7% | -2.9% |
| 6M | +37.2% | -15.0% | +52.2% | +41.1% |
| YTD | +30.8% | -31.9% | +62.7% | +47.4% |
| 1Y | +42.6% | -28.5% | +71.1% | +56.1% |
| 3Y | +121.8% | -41.9% | +163.7% | +162.6% |
| 5Y | +145.7% | -42.9% | +188.5% | +192.6% |
| 10Y | +782.1% | +88.7% | +693.4% | +531.2% |
| All | +1,811.3% | +1,631.2% | +180.1% | +407.8% |
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