+1,697.2%
ACN vs EW
+4,070.1%
-2,372.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +9.4% | +1.0% | +8.3% | +9.0% |
| 3M | +5.6% | +2.8% | +2.8% | +4.7% |
| 6M | -9.3% | +5.5% | -14.7% | -11.0% |
| YTD | -29.0% | +5.5% | -34.4% | -30.4% |
| 1Y | -24.7% | +11.0% | -35.7% | -27.4% |
| 3Y | -39.8% | +17.7% | -57.5% | -45.3% |
| 5Y | -40.9% | -25.7% | -15.2% | -39.4% |
| 10Y | +91.1% | +132.8% | -41.7% | +39.3% |
| All | +1,697.2% | +4,070.1% | -2,372.8% | +472.3% |
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