-43.5%
ACN vs ETN
+171.0%
-214.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -7.9% | +3.0% | -10.9% | -8.4% |
| 30D | -1.1% | -10.9% | +9.9% | +0.9% |
| 3M | +5.6% | +9.2% | -3.6% | +1.5% |
| 6M | -9.9% | +13.9% | -23.9% | -16.1% |
| YTD | -32.3% | +29.5% | -61.9% | -40.3% |
| 1Y | -25.3% | +14.2% | -39.5% | -31.3% |
| 3Y | -42.3% | +79.9% | -122.1% | -60.8% |
| 5Y | -43.5% | +175.7% | -219.1% | -72.3% |
| All | -43.5% | +171.0% | -214.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling