+93.1%
ACN vs ETR
+296.9%
-203.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | +2.1% | -1.8% | +3.8% | +2.6% |
| 3M | +11.1% | -3.6% | +14.7% | +12.1% |
| 6M | -6.8% | +2.6% | -9.5% | -8.9% |
| YTD | -30.0% | +16.0% | -46.1% | -35.0% |
| 1Y | -23.1% | +20.1% | -43.3% | -29.7% |
| 3Y | -40.4% | +143.6% | -184.0% | -60.8% |
| 5Y | -41.6% | +124.4% | -165.9% | -60.6% |
| All | +93.1% | +296.9% | -203.8% | +11.7% |
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