-44.0%
ACN vs EWT
+152.9%
-196.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.3% | +2.1% | -8.5% | -6.9% |
| 30D | -1.4% | +9.4% | -10.8% | -3.9% |
| 3M | +2.6% | +10.9% | -8.3% | -2.5% |
| 6M | -14.3% | +57.9% | -72.2% | -32.0% |
| YTD | -33.1% | +75.9% | -109.0% | -50.3% |
| 1Y | -28.8% | +89.7% | -118.5% | -49.4% |
| 3Y | -43.0% | +200.9% | -243.8% | -71.7% |
| 5Y | -44.0% | +154.5% | -198.5% | -68.2% |
| All | -44.0% | +152.9% | -196.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling