+86.8%
ACN vs EFV
+167.0%
-80.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -7.9% | -2.0% | -5.9% | -6.3% |
| 30D | -1.1% | -0.2% | -0.9% | -0.9% |
| 3M | +5.6% | +9.1% | -3.5% | -1.8% |
| 6M | -9.9% | +11.7% | -21.6% | -18.4% |
| YTD | -32.3% | +17.0% | -49.4% | -41.4% |
| 1Y | -25.3% | +26.7% | -52.0% | -39.6% |
| 3Y | -42.3% | +90.2% | -132.4% | -67.6% |
| 5Y | -43.5% | +96.1% | -139.6% | -69.2% |
| All | +86.8% | +167.0% | -80.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling