+2,368.0%
ACN vs EW
+4,757.1%
-2,389.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.1% |
| 7D | -2.5% | +12.3% | -14.8% | -5.8% |
| 30D | +22.6% | +22.9% | -0.2% | +15.5% |
| 3M | +45.9% | +16.7% | +29.2% | +39.2% |
| 6M | +43.8% | +31.0% | +12.9% | +32.5% |
| YTD | -2.5% | +22.8% | -25.3% | -8.8% |
| 1Y | +6.5% | +25.6% | -19.1% | -1.1% |
| 3Y | -14.2% | +62.0% | -76.1% | -29.1% |
| 5Y | -24.4% | -12.8% | -11.7% | -26.1% |
| 10Y | +156.3% | +239.8% | -83.5% | +69.5% |
| All | +2,368.0% | +4,757.1% | -2,389.0% | +650.2% |
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