+2,427.5%
ACN vs ED
+801.8%
+1,625.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.8% |
| 7D | +0.9% | +1.6% | -0.8% | +0.2% |
| 30D | +33.5% | +13.3% | +20.2% | +27.2% |
| 3M | +53.5% | +9.7% | +43.7% | +47.9% |
| 6M | +52.2% | +12.8% | +39.4% | +45.1% |
| YTD | -0.1% | +22.3% | -22.4% | -8.4% |
| 1Y | +11.0% | +26.3% | -15.2% | +0.3% |
| 3Y | -11.8% | +45.0% | -56.8% | -26.5% |
| 5Y | -22.8% | +80.2% | -103.0% | -42.1% |
| 10Y | +162.4% | +129.9% | +32.6% | +67.8% |
| All | +2,427.5% | +801.8% | +1,625.7% | +686.1% |
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