-5.5%
ETN vs ACM
-46.6%
+41.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.9% | -12.8% | -10.1% |
| 7D | -10.1% | +9.5% | -19.7% | -10.9% |
| 30D | -18.4% | +14.7% | -33.1% | -19.5% |
| 3M | -20.4% | -9.5% | -10.9% | -19.1% |
| 6M | -16.0% | -18.0% | +2.1% | -13.0% |
| YTD | +11.8% | -27.3% | +39.1% | +17.2% |
| 1Y | -5.5% | -47.0% | +41.5% | -0.3% |
| All | -5.5% | -46.6% | +41.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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