+2,427.5%
ACN vs EW
+4,637.8%
-2,210.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +0.9% | +11.0% | -10.1% | -2.1% |
| 30D | +33.5% | +19.1% | +14.5% | +26.9% |
| 3M | +53.5% | +14.4% | +39.1% | +47.3% |
| 6M | +52.2% | +22.8% | +29.5% | +42.9% |
| YTD | -0.1% | +19.8% | -19.9% | -5.9% |
| 1Y | +11.0% | +23.9% | -12.8% | +3.5% |
| 3Y | -11.8% | +52.2% | -64.0% | -25.8% |
| 5Y | -22.8% | -13.9% | -8.9% | -24.2% |
| 10Y | +162.4% | +241.9% | -79.4% | +73.5% |
| All | +2,427.5% | +4,637.8% | -2,210.3% | +674.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling