-11.8%
ACN vs EW
+51.9%
-63.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.9% | +11.0% | -10.1% | -0.7% |
| 30D | +33.5% | +19.1% | +14.5% | +30.1% |
| 3M | +53.5% | +14.4% | +39.1% | +50.3% |
| 6M | +52.2% | +22.8% | +29.5% | +47.6% |
| YTD | -0.1% | +19.8% | -19.9% | -2.9% |
| 1Y | +11.0% | +23.9% | -12.8% | +7.4% |
| 3Y | -11.8% | +52.2% | -64.0% | -19.7% |
| All | -11.8% | +51.9% | -63.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling