+22.4%
ACN vs U
-31.3%
+53.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.4% |
| 7D | +0.9% | +36.6% | -35.7% | -3.2% |
| 30D | +33.5% | +13.3% | +20.2% | +31.0% |
| 3M | +53.5% | +26.2% | +27.3% | +48.5% |
| 6M | +52.2% | +88.7% | -36.5% | +39.5% |
| YTD | -0.1% | +16.6% | -16.7% | -4.7% |
| 1Y | +11.0% | +29.0% | -17.9% | +4.4% |
| 3Y | -11.8% | +99.5% | -111.3% | -25.1% |
| 5Y | -22.8% | -66.1% | +43.3% | -28.1% |
| All | +22.4% | -31.3% | +53.7% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling