+2,368.0%
ACN vs UL
+632.0%
+1,736.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +22.6% | +7.0% | +15.7% | +19.4% |
| 3M | +45.9% | +5.8% | +40.1% | +42.7% |
| 6M | +43.8% | +16.1% | +27.7% | +35.3% |
| YTD | -2.5% | +4.5% | -6.9% | -4.9% |
| 1Y | +6.5% | -1.3% | +7.8% | +6.0% |
| 3Y | -14.2% | +35.0% | -49.1% | -26.2% |
| 5Y | -24.4% | +31.9% | -56.3% | -35.5% |
| 10Y | +156.3% | +99.3% | +57.1% | +80.2% |
| All | +2,368.0% | +632.0% | +1,736.1% | +1,039.6% |
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 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