-44.0%
ACN vs ETR
+122.8%
-166.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.6% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -1.4% | +2.0% | -3.4% | -1.8% |
| 3M | +2.6% | -1.7% | +4.2% | +2.6% |
| 6M | -14.3% | +3.6% | -17.9% | -15.7% |
| YTD | -33.1% | +18.0% | -51.2% | -36.8% |
| 1Y | -28.8% | +26.2% | -55.0% | -34.2% |
| 3Y | -43.0% | +148.0% | -191.0% | -59.5% |
| 5Y | -44.0% | +126.1% | -170.1% | -59.4% |
| All | -44.0% | +122.8% | -166.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling