+153.7%
ACN vs URA
+289.1%
-135.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.2% |
| 7D | +1.6% | +0.3% | +1.2% | +1.4% |
| 30D | +24.6% | -14.8% | +39.4% | +27.6% |
| 3M | +46.2% | -25.3% | +71.5% | +52.6% |
| 6M | +46.2% | -39.9% | +86.1% | +57.8% |
| YTD | -0.9% | -22.4% | +21.5% | -0.7% |
| 1Y | +8.8% | -29.0% | +37.7% | +10.7% |
| 3Y | -14.3% | +41.0% | -55.2% | -30.1% |
| 5Y | -22.6% | +38.3% | -60.9% | -39.0% |
| 10Y | +153.7% | +276.1% | -122.3% | +25.5% |
| All | +153.7% | +289.1% | -135.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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