+152.3%
ACN vs ETR
+378.9%
-226.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.8% | +1.2% | -5.0% | -4.2% |
| 30D | +16.5% | +7.0% | +9.5% | +13.8% |
| 3M | +41.5% | +4.6% | +36.9% | +39.1% |
| 6M | +60.1% | +0.1% | +59.9% | +59.0% |
| YTD | -3.9% | +23.2% | -27.1% | -12.7% |
| 1Y | +4.1% | +20.6% | -16.5% | -4.7% |
| 3Y | -15.9% | +156.3% | -172.1% | -45.8% |
| 5Y | -26.3% | +159.6% | -186.0% | -53.3% |
| All | +152.3% | +378.9% | -226.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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