+449.4%
ETN vs ACI
+21.8%
+427.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.9% |
| 7D | +8.0% | -2.6% | +10.6% | +8.2% |
| 30D | -5.9% | +1.1% | -7.0% | -6.0% |
| 3M | +5.0% | -23.6% | +28.6% | +6.5% |
| 6M | +22.4% | -29.9% | +52.4% | +25.0% |
| YTD | +33.6% | -26.9% | +60.5% | +35.8% |
| 1Y | +22.1% | -34.2% | +56.4% | +25.3% |
| 3Y | +85.6% | -43.6% | +129.2% | +92.5% |
| 5Y | +179.2% | -42.4% | +221.6% | +185.9% |
| All | +449.4% | +21.8% | +427.6% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling