+151.8%
ACN vs USFR
+28.5%
+123.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | +17.0% | +0.4% | +16.7% | +17.0% |
| 3M | +39.9% | +1.0% | +38.8% | +39.9% |
| 6M | +50.2% | +2.0% | +48.2% | +50.3% |
| YTD | -4.2% | +3.4% | -7.6% | -4.0% |
| 1Y | +4.3% | +4.1% | +0.2% | +4.6% |
| 3Y | -17.1% | +14.4% | -31.5% | -16.7% |
| 5Y | -26.5% | +21.4% | -47.9% | -26.6% |
| All | +151.8% | +28.5% | +123.2% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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