-25.3%
ACN vs UL
-10.0%
-15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -7.9% | -4.1% | -3.8% | -6.9% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +5.6% | +6.0% | -0.4% | +5.3% |
| 6M | -9.9% | -5.5% | -4.5% | -9.5% |
| YTD | -32.3% | -3.3% | -29.0% | -32.7% |
| 1Y | -25.3% | -9.8% | -15.5% | -20.6% |
| All | -25.3% | -10.0% | -15.4% | -20.6% |
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