+4.1%
ACN vs EFA
+11.8%
-7.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | +2.2% | -6.1% | -3.5% |
| 30D | +16.5% | +1.4% | +15.1% | +16.8% |
| 3M | +41.5% | -4.2% | +45.6% | +41.2% |
| 6M | +60.1% | +1.9% | +58.2% | +60.4% |
| YTD | -3.9% | +10.2% | -14.1% | -8.2% |
| 1Y | +4.1% | +12.8% | -8.7% | -2.5% |
| All | +4.1% | +11.8% | -7.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling