+93.1%
ACN vs EFA
+146.6%
-53.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.5% |
| 7D | -1.5% | -1.5% | 0.0% | -0.1% |
| 30D | +2.1% | -1.7% | +3.7% | +3.7% |
| 3M | +11.1% | +3.5% | +7.6% | +7.1% |
| 6M | -6.8% | +9.5% | -16.3% | -15.7% |
| YTD | -30.0% | +12.9% | -42.9% | -38.8% |
| 1Y | -23.1% | +18.2% | -41.3% | -35.8% |
| 3Y | -40.4% | +64.8% | -105.2% | -64.7% |
| 5Y | -41.6% | +53.9% | -95.5% | -62.8% |
| All | +93.1% | +146.6% | -53.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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