+86.8%
ACN vs LOW
+233.1%
-146.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -7.9% | -2.6% | -5.2% | -6.8% |
| 30D | -1.1% | -11.1% | +10.1% | +4.0% |
| 3M | +5.6% | -8.5% | +14.1% | +9.6% |
| 6M | -9.9% | -20.8% | +10.9% | -1.3% |
| YTD | -32.3% | -17.2% | -15.1% | -27.4% |
| 1Y | -25.3% | -24.7% | -0.6% | -16.6% |
| 3Y | -42.3% | -9.7% | -32.5% | -41.7% |
| 5Y | -43.5% | +6.0% | -49.5% | -47.5% |
| All | +86.8% | +233.1% | -146.3% | +10.9% |
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