+2,361.1%
ACN vs ETR
+1,390.2%
+971.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -2.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +19.0% | +7.7% | +11.3% | +15.7% |
| 3M | +42.2% | +5.7% | +36.5% | +39.0% |
| 6M | +50.1% | -0.3% | +50.4% | +49.3% |
| YTD | -2.7% | +23.4% | -26.1% | -11.8% |
| 1Y | +7.6% | +18.5% | -10.9% | -1.0% |
| 3Y | -15.9% | +155.6% | -171.4% | -45.0% |
| 5Y | -24.4% | +158.7% | -183.1% | -51.3% |
| 10Y | +151.4% | +377.8% | -226.4% | +22.9% |
| All | +2,361.1% | +1,390.2% | +971.0% | +591.3% |
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