+1,697.2%
ACN vs EWT
+1,400.9%
+296.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.1% |
| 7D | -1.5% | +4.0% | -5.5% | -3.2% |
| 30D | +9.4% | +10.3% | -0.9% | +4.8% |
| 3M | +5.6% | +6.1% | -0.4% | +0.4% |
| 6M | -9.3% | +56.6% | -65.9% | -28.3% |
| YTD | -29.0% | +76.6% | -105.6% | -47.1% |
| 1Y | -24.7% | +97.9% | -122.5% | -46.9% |
| 3Y | -39.8% | +198.0% | -237.8% | -65.6% |
| 5Y | -40.9% | +151.8% | -192.7% | -63.4% |
| 10Y | +91.1% | +514.1% | -423.0% | -20.6% |
| All | +1,697.2% | +1,400.9% | +296.3% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling