+88.7%
ACN vs ED
+104.2%
-15.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -4.8% | +0.5% | -5.3% | -5.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.5% |
| 3M | +3.9% | +4.6% | -0.8% | +2.5% |
| 6M | -15.0% | -2.0% | -13.0% | -14.7% |
| YTD | -31.9% | +11.7% | -43.6% | -34.6% |
| 1Y | -28.5% | +15.7% | -44.2% | -32.2% |
| 3Y | -41.9% | +34.4% | -76.3% | -48.8% |
| 5Y | -42.9% | +67.3% | -110.2% | -53.9% |
| 10Y | +88.7% | +104.0% | -15.3% | +42.3% |
| All | +88.7% | +104.2% | -15.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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