-40.4%
ACN vs ETN
+86.8%
-127.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.4% |
| 7D | -1.5% | +3.5% | -5.0% | -1.5% |
| 30D | +2.1% | -7.5% | +9.6% | +2.1% |
| 3M | +11.1% | +8.3% | +2.8% | +10.5% |
| 6M | -6.8% | +20.2% | -27.0% | -9.7% |
| YTD | -30.0% | +34.7% | -64.7% | -34.0% |
| 1Y | -23.1% | +19.4% | -42.6% | -25.8% |
| 3Y | -40.4% | +85.5% | -125.9% | -52.4% |
| All | -40.4% | +86.8% | -127.2% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling