+93.1%
ACN vs ETN
+730.7%
-637.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +2.0% |
| 7D | -1.5% | +3.5% | -5.0% | -2.7% |
| 30D | +2.1% | -7.5% | +9.6% | +4.5% |
| 3M | +11.1% | +8.3% | +2.8% | +5.2% |
| 6M | -6.8% | +20.2% | -27.0% | -17.4% |
| YTD | -30.0% | +34.7% | -64.7% | -41.6% |
| 1Y | -23.1% | +19.4% | -42.6% | -32.7% |
| 3Y | -40.4% | +85.5% | -125.9% | -60.8% |
| 5Y | -41.6% | +186.6% | -228.2% | -70.2% |
| All | +93.1% | +730.7% | -637.6% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling