-23.1%
ACN vs EWT
+85.6%
-108.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.8% |
| 30D | +2.1% | +4.5% | -2.4% | +3.3% |
| 3M | +11.1% | +8.3% | +2.8% | +13.9% |
| 6M | -6.8% | +54.2% | -61.1% | -8.4% |
| YTD | -30.0% | +74.6% | -104.6% | -33.9% |
| 1Y | -23.1% | +84.9% | -108.0% | -26.8% |
| All | -23.1% | +85.6% | -108.7% | -26.8% |
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