+152.3%
ACN vs UL
+109.3%
+43.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -3.8% | +1.1% | -5.0% | -4.3% |
| 30D | +16.5% | +4.5% | +12.0% | +14.6% |
| 3M | +41.5% | +6.5% | +35.0% | +38.1% |
| 6M | +60.1% | +18.2% | +41.9% | +50.1% |
| YTD | -3.9% | +4.7% | -8.6% | -6.3% |
| 1Y | +4.1% | +0.8% | +3.3% | +2.9% |
| 3Y | -15.9% | +35.9% | -51.7% | -28.0% |
| 5Y | -26.3% | +33.4% | -59.7% | -37.7% |
| All | +152.3% | +109.3% | +43.0% | +95.4% |
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