+19.4%
ETN vs ACI
-32.3%
+51.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.7% | +4.5% |
| 7D | +3.5% | -3.7% | +7.3% | +2.8% |
| 30D | -7.5% | +0.6% | -8.1% | -7.4% |
| 3M | +8.3% | -20.3% | +28.6% | +6.2% |
| 6M | +20.2% | -24.7% | +44.8% | +16.9% |
| YTD | +34.7% | -27.2% | +61.9% | +31.0% |
| 1Y | +19.4% | -32.7% | +52.2% | +12.5% |
| All | +19.4% | -32.3% | +51.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling