-43.0%
ACN vs EFA
+64.9%
-108.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -6.3% | -0.5% | -5.9% | -6.1% |
| 30D | -1.4% | -1.3% | 0.0% | -0.8% |
| 3M | +2.6% | +5.2% | -2.6% | -0.2% |
| 6M | -14.3% | +9.4% | -23.7% | -18.8% |
| YTD | -33.1% | +12.7% | -45.8% | -38.1% |
| 1Y | -28.8% | +19.3% | -48.1% | -36.7% |
| All | -43.0% | +64.9% | -108.0% | -60.1% |
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