-40.6%
ACN vs ED
+67.1%
-107.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.6% | +3.9% | +1.7% | +5.1% |
| 6M | -9.3% | -3.0% | -6.2% | -8.8% |
| YTD | -29.0% | +10.7% | -39.7% | -30.7% |
| 1Y | -24.7% | +13.3% | -38.0% | -27.0% |
| 3Y | -39.8% | +34.5% | -74.3% | -46.1% |
| All | -40.6% | +67.1% | -107.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling