+161.0%
ACN vs USB
+93.8%
+67.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | +7.3% | -1.5% | +8.7% | +7.9% |
| 30D | +38.2% | +4.3% | +33.9% | +35.8% |
| 3M | +56.6% | -6.1% | +62.6% | +60.4% |
| 6M | +51.1% | +9.4% | +41.7% | +45.1% |
| YTD | +1.7% | +15.2% | -13.5% | -4.6% |
| 1Y | +10.1% | +32.8% | -22.7% | -2.6% |
| 3Y | -10.3% | +91.3% | -101.6% | -33.6% |
| 5Y | -21.4% | +22.7% | -44.1% | -31.1% |
| All | +161.0% | +93.8% | +67.2% | +92.1% |
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