+1,623.2%
ACN vs ETN
+4,194.2%
-2,571.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -5.2% |
| 7D | -4.8% | +8.0% | -12.9% | -7.9% |
| 30D | +1.9% | -5.9% | +7.8% | +3.9% |
| 3M | +3.9% | +5.0% | -1.1% | -1.4% |
| 6M | -15.0% | +22.4% | -37.4% | -26.1% |
| YTD | -31.9% | +33.6% | -65.5% | -43.5% |
| 1Y | -28.5% | +22.1% | -50.6% | -38.8% |
| 3Y | -41.9% | +85.6% | -127.5% | -61.1% |
| 5Y | -42.9% | +179.2% | -222.1% | -68.8% |
| 10Y | +88.7% | +687.3% | -598.6% | -38.6% |
| All | +1,623.2% | +4,194.2% | -2,571.0% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling