+93.1%
ACN vs USFR
+28.1%
+64.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | +11.1% | +1.0% | +10.1% | +11.2% |
| 6M | -6.8% | +2.0% | -8.8% | -6.7% |
| YTD | -30.0% | +2.8% | -32.8% | -29.8% |
| 1Y | -23.1% | +4.1% | -27.2% | -22.8% |
| 3Y | -40.4% | +14.1% | -54.5% | -39.7% |
| 5Y | -41.6% | +20.6% | -62.2% | -41.1% |
| All | +93.1% | +28.1% | +64.9% | +98.8% |
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