+984.1%
ACN vs EFV
+258.8%
+725.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -1.5% | +1.5% | -3.0% | -2.5% |
| 30D | +9.4% | +1.7% | +7.6% | +8.1% |
| 3M | +5.6% | +8.6% | -3.0% | -0.3% |
| 6M | -9.3% | +11.7% | -20.9% | -16.4% |
| YTD | -29.0% | +19.3% | -48.2% | -37.6% |
| 1Y | -24.7% | +30.2% | -54.9% | -37.7% |
| 3Y | -39.8% | +91.6% | -131.4% | -62.1% |
| 5Y | -40.9% | +96.4% | -137.3% | -63.3% |
| 10Y | +91.1% | +166.5% | -75.4% | -2.8% |
| All | +984.1% | +258.8% | +725.2% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling