+93.1%
ACN vs UPS
+37.9%
+55.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | +2.1% | -2.0% | +4.0% | +2.9% |
| 3M | +11.1% | -6.2% | +17.3% | +13.3% |
| 6M | -6.8% | +2.8% | -9.6% | -9.1% |
| YTD | -30.0% | +5.9% | -35.9% | -32.8% |
| 1Y | -23.1% | +26.2% | -49.4% | -31.4% |
| 3Y | -40.4% | -26.0% | -14.4% | -35.9% |
| 5Y | -41.6% | -34.3% | -7.3% | -34.6% |
| All | +93.1% | +37.9% | +55.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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