-41.1%
ACN vs AUR
-35.1%
-6.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.2% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | +2.1% | -6.4% | +8.5% | +2.4% |
| 3M | +11.1% | +7.7% | +3.4% | +9.8% |
| 6M | -6.8% | +44.5% | -51.3% | -10.9% |
| YTD | -30.0% | +67.4% | -97.5% | -34.1% |
| 1Y | -23.1% | +15.4% | -38.6% | -25.5% |
| 3Y | -40.4% | +94.8% | -135.2% | -48.3% |
| All | -41.1% | -35.1% | -6.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling