-41.9%
ACN vs EWT
+199.6%
-241.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -4.8% | +1.6% | -6.5% | -4.9% |
| 30D | +1.9% | +8.2% | -6.3% | +1.4% |
| 3M | +3.9% | +11.1% | -7.2% | +2.2% |
| 6M | -15.0% | +60.4% | -75.5% | -25.1% |
| YTD | -31.9% | +75.6% | -107.5% | -42.0% |
| 1Y | -28.5% | +91.3% | -119.8% | -41.0% |
| 3Y | -41.9% | +200.3% | -242.2% | -61.9% |
| All | -41.9% | +199.6% | -241.5% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling