-42.9%
ACN vs UL
+22.5%
-65.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +1.9% | +0.9% | +1.0% | +1.6% |
| 3M | +3.9% | +14.2% | -10.4% | +0.5% |
| 6M | -15.0% | -3.2% | -11.8% | -14.4% |
| YTD | -31.9% | -0.3% | -31.6% | -32.2% |
| 1Y | -28.5% | -8.8% | -19.7% | -27.0% |
| 3Y | -41.9% | +23.9% | -65.8% | -46.8% |
| 5Y | -42.9% | +21.4% | -64.2% | -49.4% |
| All | -42.9% | +22.5% | -65.3% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling