-25.6%
ACN vs EFA
+17.8%
-43.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -7.9% | -2.4% | -5.5% | -7.9% |
| 30D | -1.1% | -2.2% | +1.2% | -1.1% |
| 3M | +5.6% | +5.7% | -0.1% | +5.1% |
| 6M | -9.9% | +8.2% | -18.1% | -11.0% |
| YTD | -32.3% | +11.8% | -44.1% | -35.7% |
| All | -25.6% | +17.8% | -43.4% | -32.8% |
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