-40.4%
ACN vs U
+14.9%
-55.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +2.9% |
| 7D | -1.5% | +5.5% | -7.0% | -2.1% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | +11.1% | +64.6% | -53.5% | +4.7% |
| 6M | -6.8% | +119.4% | -126.2% | -14.9% |
| YTD | -30.0% | -0.5% | -29.6% | -31.9% |
| 1Y | -23.1% | +1.3% | -24.4% | -25.7% |
| 3Y | -40.4% | +15.6% | -56.0% | -47.1% |
| All | -40.4% | +14.9% | -55.3% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling