-22.5%
ACN vs EW
-14.5%
-8.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +0.9% | +11.0% | -10.1% | -1.8% |
| 30D | +33.5% | +19.1% | +14.5% | +27.6% |
| 3M | +53.5% | +14.4% | +39.1% | +48.0% |
| 6M | +52.2% | +22.8% | +29.5% | +44.0% |
| YTD | -0.1% | +19.8% | -19.9% | -5.1% |
| 1Y | +11.0% | +23.9% | -12.8% | +4.4% |
| 3Y | -11.8% | +52.2% | -64.0% | -26.5% |
| All | -22.5% | -14.5% | -8.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling