-15.9%
ACN vs EFA
+66.3%
-82.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | +2.2% | -6.1% | -4.6% |
| 30D | +16.5% | +1.4% | +15.1% | +15.8% |
| 3M | +41.5% | -4.2% | +45.6% | +43.8% |
| 6M | +60.1% | +1.9% | +58.2% | +57.8% |
| YTD | -3.9% | +10.2% | -14.1% | -10.3% |
| 1Y | +4.1% | +12.8% | -8.7% | -4.4% |
| 3Y | -15.9% | +65.2% | -81.1% | -38.9% |
| All | -15.9% | +66.3% | -82.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling