-41.9%
ACN vs USFR
+14.0%
-55.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +1.9% | +0.3% | +1.6% | +1.7% |
| 3M | +3.9% | +1.0% | +2.9% | +3.6% |
| 6M | -15.0% | +1.9% | -16.9% | -15.0% |
| YTD | -31.9% | +2.7% | -34.6% | -31.4% |
| 1Y | -28.5% | +4.0% | -32.5% | -26.7% |
| 3Y | -41.9% | +14.0% | -55.9% | -31.8% |
| All | -41.9% | +14.0% | -55.9% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling