+11.9%
ACN vs ETN
-1.0%
+12.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.9% | +13.7% | -0.1% |
| 7D | +8.6% | -10.1% | +18.7% | +4.6% |
| 30D | +36.6% | -18.4% | +55.0% | +27.7% |
| 3M | +56.3% | -20.4% | +76.7% | +45.5% |
| 6M | +49.7% | -16.0% | +65.7% | +46.3% |
| YTD | +1.3% | +11.8% | -10.4% | -1.3% |
| 1Y | +11.9% | -5.5% | +17.4% | +13.8% |
| All | +11.9% | -1.0% | +12.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling