-24.4%
ACN vs EWT
+127.6%
-152.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.7% | -3.0% |
| 7D | -4.0% | +3.2% | -7.2% | -4.8% |
| 30D | +19.0% | -12.3% | +31.3% | +22.1% |
| 3M | +42.2% | -3.6% | +45.8% | +41.6% |
| 6M | +50.1% | +3.1% | +47.0% | +42.2% |
| YTD | -2.7% | +57.7% | -60.4% | -26.4% |
| 1Y | +7.6% | +60.3% | -52.7% | -19.4% |
| 3Y | -15.9% | +163.4% | -179.2% | -56.8% |
| 5Y | -24.4% | +127.4% | -151.8% | -55.9% |
| All | -24.4% | +127.6% | -152.0% | -55.9% |
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 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