+156.3%
ACN vs USB
+94.3%
+62.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.4% |
| 7D | -2.5% | +0.8% | -3.3% | -2.9% |
| 30D | +22.6% | +6.8% | +15.9% | +19.3% |
| 3M | +45.9% | -3.8% | +49.7% | +48.0% |
| 6M | +43.8% | +11.7% | +32.1% | +36.9% |
| YTD | -2.5% | +17.5% | -19.9% | -9.3% |
| 1Y | +6.5% | +33.8% | -27.3% | -6.2% |
| 3Y | -14.2% | +104.2% | -118.4% | -38.3% |
| 5Y | -24.4% | +26.4% | -50.8% | -34.6% |
| 10Y | +156.3% | +89.2% | +67.1% | +77.4% |
| All | +156.3% | +94.3% | +62.0% | +77.4% |
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