+3.9%
ACN vs EWT
+56.6%
-52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -2.5% |
| 7D | -5.7% | +13.2% | -19.0% | -1.1% |
| 30D | +17.0% | -14.3% | +31.3% | +11.0% |
| 3M | +39.9% | -8.4% | +48.3% | +35.9% |
| 6M | +50.2% | +3.7% | +46.5% | +48.2% |
| YTD | -4.2% | +53.1% | -57.2% | -9.3% |
| All | +3.9% | +56.6% | -52.7% | -1.7% |
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