+453.6%
ETN vs ACI
+21.2%
+432.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.7% | +3.8% |
| 7D | +3.5% | -3.7% | +7.3% | +3.7% |
| 30D | -7.5% | +0.6% | -8.1% | -7.6% |
| 3M | +8.3% | -20.3% | +28.6% | +9.5% |
| 6M | +20.2% | -24.7% | +44.8% | +21.8% |
| YTD | +34.7% | -27.2% | +61.9% | +36.8% |
| 1Y | +19.4% | -32.7% | +52.2% | +22.2% |
| 3Y | +85.5% | -43.9% | +129.4% | +92.4% |
| 5Y | +186.6% | -38.9% | +225.5% | +192.6% |
| All | +453.6% | +21.2% | +432.5% | +450.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling