+544.6%
ETN vs ACM
+132.6%
+412.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +3.6% | +5.6% | -2.0% | +0.7% |
| 30D | -13.4% | +20.8% | -34.2% | -21.8% |
| 3M | -21.9% | +11.4% | -33.3% | -26.9% |
| 6M | -12.8% | +0.9% | -13.7% | -15.4% |
| YTD | +12.1% | -24.8% | +36.9% | +25.8% |
| 1Y | +0.8% | -46.4% | +47.3% | +36.9% |
| 3Y | +64.5% | -9.2% | +73.7% | +63.1% |
| 5Y | +121.7% | +5.0% | +116.8% | +100.3% |
| All | +544.6% | +132.6% | +412.0% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling