+126.8%
ACN vs TRU
+238.0%
-111.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -0.8% |
| 7D | -1.5% | -6.8% | +5.2% | +1.4% |
| 30D | +9.4% | 0.0% | +9.3% | +9.4% |
| 3M | +5.6% | +13.3% | -7.6% | +0.4% |
| 6M | -9.3% | +3.4% | -12.7% | -10.6% |
| YTD | -29.0% | -6.4% | -22.6% | -27.4% |
| 1Y | -24.7% | -9.7% | -15.0% | -22.4% |
| 3Y | -39.8% | +0.1% | -40.0% | -44.1% |
| 5Y | -40.9% | -34.0% | -6.9% | -35.5% |
| 10Y | +91.1% | +147.9% | -56.8% | +27.3% |
| All | +126.8% | +238.0% | -111.2% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling