+160.2%
ACN vs USB
+98.0%
+62.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.0% |
| 7D | +8.6% | +2.4% | +6.2% | +7.5% |
| 30D | +36.6% | +6.6% | +30.0% | +33.1% |
| 3M | +56.3% | -4.1% | +60.4% | +58.8% |
| 6M | +49.7% | +12.5% | +37.2% | +42.1% |
| YTD | +1.3% | +17.6% | -16.3% | -5.8% |
| 1Y | +11.9% | +36.5% | -24.6% | -2.1% |
| 3Y | -10.6% | +95.4% | -106.0% | -34.4% |
| 5Y | -21.3% | +26.1% | -47.5% | -31.8% |
| All | +160.2% | +98.0% | +62.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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