+11.9%
ACN vs UL
+1.7%
+10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.6% | +2.7% |
| 7D | +8.6% | +4.7% | +3.9% | +7.0% |
| 30D | +36.6% | +11.6% | +25.0% | +32.7% |
| 3M | +56.3% | +5.3% | +51.0% | +54.1% |
| 6M | +49.7% | +16.0% | +33.6% | +45.7% |
| YTD | +1.3% | +5.0% | -3.6% | -1.7% |
| 1Y | +11.9% | +1.1% | +10.8% | +11.0% |
| All | +11.9% | +1.7% | +10.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling