+151.8%
ACN vs EWT
+448.2%
-296.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.4% |
| 7D | -5.7% | +13.2% | -19.0% | -10.4% |
| 30D | +17.0% | -14.3% | +31.3% | +23.0% |
| 3M | +39.9% | -8.4% | +48.3% | +42.0% |
| 6M | +50.2% | +3.7% | +46.5% | +38.4% |
| YTD | -4.2% | +53.1% | -57.2% | -30.5% |
| 1Y | +4.3% | +55.5% | -51.2% | -25.2% |
| 3Y | -17.1% | +155.6% | -172.7% | -58.7% |
| 5Y | -26.5% | +119.3% | -145.8% | -59.5% |
| All | +151.8% | +448.2% | -296.4% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling