+91.6%
ACN vs USB
+107.5%
-15.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.2% |
| 7D | -1.5% | +1.4% | -3.0% | -2.1% |
| 30D | +9.4% | -1.3% | +10.7% | +9.8% |
| 3M | +5.6% | +15.2% | -9.6% | -0.6% |
| 6M | -9.3% | +18.8% | -28.1% | -15.9% |
| YTD | -29.0% | +21.0% | -50.0% | -34.7% |
| 1Y | -24.7% | +34.0% | -58.7% | -33.6% |
| 3Y | -39.8% | +95.3% | -135.1% | -56.0% |
| 5Y | -40.9% | +40.4% | -81.3% | -51.3% |
| All | +91.6% | +107.5% | -15.9% | +29.4% |
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