-22.6%
ACN vs USFR
+21.4%
-44.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +24.6% | +0.4% | +24.2% | +25.0% |
| 3M | +46.2% | +1.1% | +45.1% | +47.2% |
| 6M | +46.2% | +2.1% | +44.1% | +48.2% |
| YTD | -0.9% | +3.4% | -4.3% | +2.0% |
| 1Y | +8.8% | +4.1% | +4.7% | +12.8% |
| 3Y | -14.3% | +14.4% | -28.7% | +1.2% |
| 5Y | -22.6% | +21.4% | -44.0% | +4.7% |
| All | -22.6% | +21.4% | -44.0% | +4.7% |
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