+152.3%
ACN vs EAT
+320.8%
-168.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -3.8% | -4.0% | +0.1% | -3.3% |
| 30D | +16.5% | -2.9% | +19.4% | +16.8% |
| 3M | +41.5% | -16.9% | +58.3% | +45.0% |
| 6M | +60.1% | +57.0% | +3.1% | +47.4% |
| YTD | -3.9% | +38.2% | -42.1% | -10.4% |
| 1Y | +4.1% | +69.3% | -65.2% | -6.3% |
| 3Y | -15.9% | +483.0% | -498.8% | -40.6% |
| 5Y | -26.3% | +364.1% | -390.5% | -47.9% |
| All | +152.3% | +320.8% | -168.5% | +54.0% |
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