+1,588.7%
ACN vs EFA
+392.1%
+1,196.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -4.8% | +1.2% | -6.0% | -5.6% |
| 30D | +1.9% | -0.7% | +2.6% | +2.5% |
| 3M | +3.9% | +6.4% | -2.5% | -1.4% |
| 6M | -15.0% | +11.4% | -26.4% | -22.7% |
| YTD | -31.9% | +14.0% | -45.9% | -39.3% |
| 1Y | -28.5% | +20.2% | -48.7% | -38.8% |
| 3Y | -41.9% | +68.2% | -110.1% | -61.7% |
| 5Y | -42.9% | +54.8% | -97.7% | -59.6% |
| 10Y | +88.7% | +142.4% | -53.7% | -2.4% |
| All | +1,588.7% | +392.1% | +1,196.6% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling