+1,366.0%
ACN vs EFV
+249.2%
+1,116.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.8% | +2.5% | -6.4% | -5.5% |
| 30D | +16.5% | +2.9% | +13.6% | +14.2% |
| 3M | +41.5% | -1.4% | +42.9% | +42.4% |
| 6M | +60.1% | +5.5% | +54.5% | +53.5% |
| YTD | -3.9% | +16.1% | -20.0% | -14.3% |
| 1Y | +4.1% | +20.3% | -16.2% | -9.4% |
| 3Y | -15.9% | +90.4% | -106.3% | -46.9% |
| 5Y | -26.3% | +93.5% | -119.8% | -53.9% |
| 10Y | +148.2% | +161.5% | -13.3% | +27.6% |
| All | +1,366.0% | +249.2% | +1,116.8% | +521.6% |
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