-40.6%
ACN vs USB
+40.0%
-80.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.2% |
| 7D | -1.5% | +1.4% | -3.0% | -2.0% |
| 30D | +9.4% | -1.3% | +10.7% | +9.8% |
| 3M | +5.6% | +15.2% | -9.6% | +0.2% |
| 6M | -9.3% | +18.8% | -28.1% | -15.0% |
| YTD | -29.0% | +21.0% | -50.0% | -33.9% |
| 1Y | -24.7% | +34.0% | -58.7% | -32.4% |
| 3Y | -39.8% | +95.3% | -135.1% | -53.6% |
| All | -40.6% | +40.0% | -80.6% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling