+1,697.2%
ACN vs UL
+605.5%
+1,091.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.0% |
| 30D | +9.4% | +0.5% | +8.9% | +9.2% |
| 3M | +5.6% | +17.6% | -12.0% | -1.1% |
| 6M | -9.3% | -5.4% | -3.9% | -7.6% |
| YTD | -29.0% | +0.7% | -29.7% | -29.7% |
| 1Y | -24.7% | -9.3% | -15.4% | -22.4% |
| 3Y | -39.8% | +24.5% | -64.4% | -46.5% |
| 5Y | -40.9% | +23.2% | -64.1% | -48.1% |
| 10Y | +91.1% | +64.5% | +26.6% | +45.5% |
| All | +1,697.2% | +605.5% | +1,091.8% | +742.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling