-41.1%
ACN vs VWO
+34.0%
-75.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.0% |
| 7D | -1.5% | -1.8% | +0.3% | -0.6% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +11.1% | +2.2% | +8.9% | +9.0% |
| 6M | -6.8% | +8.8% | -15.6% | -12.6% |
| YTD | -30.0% | +12.4% | -42.4% | -36.1% |
| 1Y | -23.1% | +15.6% | -38.7% | -31.2% |
| 3Y | -40.4% | +62.5% | -102.9% | -58.9% |
| All | -41.1% | +34.0% | -75.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling