-24.7%
ACN vs EWT
+99.0%
-123.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -2.8% |
| 7D | -1.5% | +4.0% | -5.5% | -0.5% |
| 30D | +9.4% | +10.3% | -0.9% | +12.2% |
| 3M | +5.6% | +6.1% | -0.4% | +9.0% |
| 6M | -9.3% | +56.6% | -65.9% | -10.1% |
| YTD | -29.0% | +76.6% | -105.6% | -32.0% |
| 1Y | -24.7% | +97.9% | -122.5% | -23.9% |
| All | -24.7% | +99.0% | -123.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling