-24.7%
ACN vs LOW
-20.7%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -1.5% | -1.7% | +0.2% | -1.0% |
| 30D | +9.4% | -7.0% | +16.4% | +12.0% |
| 3M | +5.6% | -0.9% | +6.5% | +6.2% |
| 6M | -9.3% | -20.1% | +10.8% | -2.0% |
| YTD | -29.0% | -13.9% | -15.1% | -24.8% |
| 1Y | -24.7% | -21.1% | -3.5% | -19.7% |
| All | -24.7% | -20.7% | -4.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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