+149.7%
ACN vs EW
+236.3%
-86.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.2% |
| 7D | -2.5% | +12.3% | -14.8% | -6.3% |
| 30D | +22.6% | +22.9% | -0.2% | +14.3% |
| 3M | +45.9% | +16.7% | +29.2% | +38.0% |
| 6M | +43.8% | +31.0% | +12.9% | +30.6% |
| YTD | -2.5% | +22.8% | -25.3% | -9.9% |
| 1Y | +6.5% | +25.6% | -19.1% | -2.5% |
| 3Y | -14.2% | +62.0% | -76.1% | -32.8% |
| 5Y | -24.4% | -12.8% | -11.7% | -25.5% |
| All | +149.7% | +236.3% | -86.6% | +65.6% |
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