-25.3%
ACN vs LOW
-25.3%
-0.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -7.9% | -2.6% | -5.2% | -7.0% |
| 30D | -1.1% | -11.1% | +10.1% | +2.8% |
| 3M | +5.6% | -8.5% | +14.1% | +8.6% |
| 6M | -9.9% | -20.8% | +10.9% | -2.9% |
| YTD | -32.3% | -17.2% | -15.1% | -27.3% |
| 1Y | -25.3% | -24.7% | -0.6% | -22.4% |
| All | -25.3% | -25.3% | -0.1% | -22.4% |
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 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