+152.3%
ACN vs ED
+147.1%
+5.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -3.8% | +2.1% | -5.9% | -4.4% |
| 30D | +16.5% | +10.4% | +6.1% | +13.1% |
| 3M | +41.5% | +12.5% | +28.9% | +36.5% |
| 6M | +60.1% | +14.9% | +45.2% | +53.5% |
| YTD | -3.9% | +24.8% | -28.8% | -10.7% |
| 1Y | +4.1% | +23.8% | -19.7% | -3.1% |
| 3Y | -15.9% | +51.6% | -67.5% | -28.5% |
| 5Y | -26.3% | +86.4% | -112.8% | -42.4% |
| All | +152.3% | +147.1% | +5.2% | +80.2% |
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