+84.6%
ACN vs EAT
+381.2%
-296.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | -6.3% | -6.8% | +0.5% | -5.3% |
| 30D | -1.4% | -5.4% | +4.0% | -0.7% |
| 3M | +2.6% | +42.8% | -40.2% | -3.5% |
| 6M | -14.3% | +56.5% | -70.8% | -21.1% |
| YTD | -33.1% | +50.0% | -83.1% | -38.1% |
| 1Y | -28.8% | +38.3% | -67.1% | -33.6% |
| 3Y | -43.0% | +591.6% | -634.6% | -60.7% |
| 5Y | -44.0% | +312.6% | -356.6% | -59.5% |
| All | +84.6% | +381.2% | -296.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling