+152.3%
ACN vs LOW
+292.8%
-140.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +1.4% | -5.3% | -4.5% |
| 30D | +16.5% | +21.7% | -5.2% | +7.1% |
| 3M | +41.5% | +5.0% | +36.4% | +38.3% |
| 6M | +60.1% | +4.6% | +55.5% | +56.1% |
| YTD | -3.9% | -3.5% | -0.5% | -3.6% |
| 1Y | +4.1% | +0.5% | +3.5% | +2.5% |
| 3Y | -15.9% | +24.8% | -40.7% | -26.4% |
| 5Y | -26.3% | +6.5% | -32.8% | -31.9% |
| All | +152.3% | +292.8% | -140.5% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling