-18.1%
ACN vs U
-43.3%
+25.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -6.3% | +4.4% | -10.7% | -6.8% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | +2.6% | +49.6% | -47.0% | -2.9% |
| 6M | -14.3% | +100.2% | -114.5% | -21.9% |
| YTD | -33.1% | -3.7% | -29.4% | -34.4% |
| 1Y | -28.8% | -6.5% | -22.3% | -30.4% |
| 3Y | -43.0% | +12.9% | -55.8% | -47.8% |
| 5Y | -44.0% | -68.3% | +24.3% | -46.8% |
| All | -18.1% | -43.3% | +25.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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