-13.8%
ETHA vs ACI
-14.9%
+1.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.4% |
| 7D | -12.5% | +2.3% | -14.8% | -12.4% |
| 30D | -19.8% | +1.2% | -21.0% | -19.6% |
| 3M | +3.1% | +6.8% | -3.7% | +3.9% |
| 6M | -13.8% | -18.7% | +4.9% | -23.3% |
| All | -13.8% | -14.9% | +1.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling