+93.1%
ACN vs ET
+177.0%
-83.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +2.1% | +2.9% | -0.8% | +1.3% |
| 3M | +11.1% | +16.8% | -5.7% | +7.0% |
| 6M | -6.8% | +18.9% | -25.7% | -10.8% |
| YTD | -30.0% | +37.7% | -67.7% | -35.4% |
| 1Y | -23.1% | +32.4% | -55.6% | -28.4% |
| 3Y | -40.4% | +99.5% | -139.9% | -50.1% |
| 5Y | -41.6% | +244.0% | -285.5% | -57.1% |
| All | +93.1% | +177.0% | -83.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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