+88.7%
ACN vs EW
+124.3%
-35.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.9% |
| 7D | -4.8% | -4.4% | -0.4% | -3.4% |
| 30D | +1.9% | -3.3% | +5.2% | +3.1% |
| 3M | +3.9% | +1.0% | +2.9% | +3.4% |
| 6M | -15.0% | +6.2% | -21.2% | -17.0% |
| YTD | -31.9% | +1.7% | -33.6% | -32.6% |
| 1Y | -28.5% | +8.1% | -36.6% | -30.8% |
| 3Y | -41.9% | +17.1% | -59.0% | -48.3% |
| 5Y | -42.9% | -29.4% | -13.5% | -39.4% |
| 10Y | +88.7% | +121.7% | -33.0% | +42.2% |
| All | +88.7% | +124.3% | -35.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling