-44.0%
ACN vs USFR
+20.4%
-64.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.2% |
| 3M | +2.6% | +1.0% | +1.6% | +3.3% |
| 6M | -14.3% | +1.9% | -16.2% | -12.8% |
| YTD | -33.1% | +2.7% | -35.8% | -31.3% |
| 1Y | -28.8% | +4.0% | -32.8% | -25.6% |
| 3Y | -43.0% | +14.0% | -57.0% | -32.2% |
| 5Y | -44.0% | +20.4% | -64.4% | -24.7% |
| All | -44.0% | +20.4% | -64.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling