+151.8%
ACN vs UL
+107.1%
+44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -5.7% | -2.5% | -3.3% | -4.8% |
| 30D | +17.0% | +5.7% | +11.4% | +14.7% |
| 3M | +39.9% | +7.0% | +32.9% | +36.3% |
| 6M | +50.2% | +16.1% | +34.1% | +41.9% |
| YTD | -4.2% | +3.6% | -7.7% | -6.1% |
| 1Y | +4.3% | -1.4% | +5.7% | +4.0% |
| 3Y | -17.1% | +34.1% | -51.2% | -28.7% |
| 5Y | -26.5% | +32.0% | -58.5% | -37.6% |
| All | +151.8% | +107.1% | +44.7% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling