+199.5%
ACN vs USFR
+27.5%
+172.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +9.4% | +0.3% | +9.1% | +9.3% |
| 3M | +5.6% | +1.0% | +4.7% | +5.4% |
| 6M | -9.3% | +1.9% | -11.2% | -9.7% |
| YTD | -29.0% | +2.6% | -31.6% | -29.4% |
| 1Y | -24.7% | +4.0% | -28.7% | -25.3% |
| 3Y | -39.8% | +14.1% | -53.9% | -41.7% |
| 5Y | -40.9% | +20.4% | -61.3% | -43.6% |
| 10Y | +91.1% | +28.0% | +63.1% | +79.1% |
| All | +199.5% | +27.5% | +172.0% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling