+2,330.4%
ACN vs ETR
+1,379.0%
+951.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.8% | +0.5% | -4.4% | -4.1% |
| 30D | +16.5% | +6.4% | +10.2% | +13.8% |
| 3M | +41.5% | +4.0% | +37.5% | +39.2% |
| 6M | +60.1% | -0.5% | +60.5% | +59.3% |
| YTD | -3.9% | +22.4% | -26.4% | -12.7% |
| 1Y | +4.1% | +19.9% | -15.8% | -4.7% |
| 3Y | -15.9% | +154.7% | -170.6% | -44.9% |
| 5Y | -26.3% | +158.1% | -184.4% | -52.5% |
| 10Y | +148.2% | +374.2% | -226.0% | +21.7% |
| All | +2,330.4% | +1,379.0% | +951.4% | +584.6% |
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