+318.0%
ACN vs USFR
+28.6%
+289.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +24.6% | +0.4% | +24.2% | +24.5% |
| 3M | +46.2% | +1.1% | +45.1% | +45.8% |
| 6M | +46.2% | +2.1% | +44.1% | +45.5% |
| YTD | -0.9% | +3.4% | -4.3% | -1.6% |
| 1Y | +8.8% | +4.1% | +4.7% | +7.8% |
| 3Y | -14.3% | +14.4% | -28.7% | -17.0% |
| 5Y | -22.6% | +21.4% | -44.0% | -26.3% |
| 10Y | +153.7% | +28.5% | +125.2% | +137.6% |
| All | +318.0% | +28.6% | +289.4% | +295.8% |
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 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