+153.7%
ACN vs EW
+234.0%
-80.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +1.6% | +9.3% | -7.7% | -1.5% |
| 30D | +24.6% | +22.1% | +2.6% | +16.4% |
| 3M | +46.2% | +13.0% | +33.2% | +39.8% |
| 6M | +46.2% | +30.1% | +16.1% | +33.1% |
| YTD | -0.9% | +22.0% | -22.9% | -8.2% |
| 1Y | +8.8% | +23.7% | -15.0% | +0.1% |
| 3Y | -14.3% | +62.0% | -76.2% | -32.9% |
| 5Y | -22.6% | -12.4% | -10.2% | -23.9% |
| 10Y | +153.7% | +236.1% | -82.3% | +68.6% |
| All | +153.7% | +234.0% | -80.3% | +68.6% |
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