-44.0%
ACN vs TRU
-36.4%
-7.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -6.3% | -6.5% | +0.2% | -3.7% |
| 30D | -1.4% | -2.5% | +1.1% | -0.3% |
| 3M | +2.6% | +10.4% | -7.8% | -1.1% |
| 6M | -14.3% | +1.6% | -15.9% | -14.9% |
| YTD | -33.1% | -9.7% | -23.4% | -30.8% |
| 1Y | -28.8% | -17.3% | -11.5% | -24.5% |
| 3Y | -43.0% | -1.8% | -41.1% | -45.0% |
| 5Y | -44.0% | -36.2% | -7.8% | -32.8% |
| All | -44.0% | -36.4% | -7.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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