-41.9%
ACN vs ETR
+153.2%
-195.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.1% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | +1.9% | +1.9% | 0.0% | +1.8% |
| 3M | +3.9% | +1.0% | +2.9% | +3.7% |
| 6M | -15.0% | +4.8% | -19.9% | -15.7% |
| YTD | -31.9% | +19.5% | -51.4% | -33.7% |
| 1Y | -28.5% | +28.1% | -56.6% | -31.3% |
| 3Y | -41.9% | +151.1% | -193.1% | -50.9% |
| All | -41.9% | +153.2% | -195.1% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling