-28.8%
ACN vs ED
+15.3%
-44.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.9% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -1.4% | +1.9% | -3.3% | -1.1% |
| 3M | +2.6% | +1.9% | +0.7% | +3.6% |
| 6M | -14.3% | -2.3% | -12.0% | -14.7% |
| YTD | -33.1% | +10.9% | -44.0% | -30.8% |
| 1Y | -28.8% | +14.5% | -43.3% | -27.6% |
| All | -28.8% | +15.3% | -44.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling