-40.6%
ACN vs U
-68.9%
+28.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -1.5% | -3.8% | +2.3% | -1.0% |
| 30D | +9.4% | +17.5% | -8.1% | +6.9% |
| 3M | +5.6% | +38.7% | -33.1% | +0.6% |
| 6M | -9.3% | +104.4% | -113.7% | -18.2% |
| YTD | -29.0% | -5.7% | -23.3% | -30.2% |
| 1Y | -24.7% | +3.7% | -28.3% | -27.5% |
| 3Y | -39.8% | +12.3% | -52.1% | -45.3% |
| All | -40.6% | -68.9% | +28.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling