+1,697.2%
ACN vs EAT
+1,818.7%
-121.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | +1.9% | +7.5% | +8.7% |
| 3M | +5.6% | +68.7% | -63.0% | -4.1% |
| 6M | -9.3% | +66.9% | -76.2% | -18.1% |
| YTD | -29.0% | +60.4% | -89.4% | -35.6% |
| 1Y | -24.7% | +44.0% | -68.7% | -30.8% |
| 3Y | -39.8% | +604.7% | -644.5% | -60.0% |
| 5Y | -40.9% | +347.0% | -387.9% | -58.9% |
| 10Y | +91.1% | +390.8% | -299.6% | +13.4% |
| All | +1,697.2% | +1,818.7% | -121.5% | +598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling