+1,697.2%
ACN vs ETR
+1,327.4%
+369.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -1.5% | +1.4% | -3.0% | -2.0% |
| 30D | +9.4% | +1.0% | +8.4% | +8.9% |
| 3M | +5.6% | -1.3% | +6.9% | +5.7% |
| 6M | -9.3% | +1.9% | -11.1% | -11.0% |
| YTD | -29.0% | +18.2% | -47.1% | -34.5% |
| 1Y | -24.7% | +24.7% | -49.3% | -32.2% |
| 3Y | -39.8% | +150.7% | -190.5% | -60.4% |
| 5Y | -40.9% | +127.0% | -167.9% | -59.9% |
| 10Y | +91.1% | +295.5% | -204.3% | +0.6% |
| All | +1,697.2% | +1,327.4% | +369.9% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling