-42.3%
ACN vs VWO
+61.8%
-104.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -7.9% | -1.7% | -6.2% | -7.5% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +5.6% | +4.0% | +1.6% | +3.7% |
| 6M | -9.9% | +8.1% | -18.1% | -13.4% |
| YTD | -32.3% | +11.6% | -44.0% | -36.2% |
| 1Y | -25.3% | +16.2% | -41.5% | -31.3% |
| All | -42.3% | +61.8% | -104.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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