+2,368.0%
ACN vs ED
+800.5%
+1,567.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +22.6% | +11.6% | +11.1% | +17.5% |
| 3M | +45.9% | +10.5% | +35.4% | +40.3% |
| 6M | +43.8% | +13.2% | +30.6% | +36.9% |
| YTD | -2.5% | +22.1% | -24.6% | -10.5% |
| 1Y | +6.5% | +24.2% | -17.7% | -3.1% |
| 3Y | -14.2% | +46.9% | -61.1% | -28.9% |
| 5Y | -24.4% | +80.8% | -105.2% | -43.4% |
| 10Y | +156.3% | +134.3% | +22.1% | +62.3% |
| All | +2,368.0% | +800.5% | +1,567.6% | +668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling