+706.7%
ETN vs ACM
+134.0%
+572.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.4% |
| 7D | +3.5% | -4.6% | +8.1% | +6.1% |
| 30D | -7.5% | +4.1% | -11.6% | -9.9% |
| 3M | +8.3% | -8.3% | +16.6% | +11.1% |
| 6M | +20.2% | -30.1% | +50.2% | +42.1% |
| YTD | +34.7% | -32.6% | +67.3% | +60.4% |
| 1Y | +19.4% | -49.6% | +69.0% | +66.3% |
| 3Y | +85.5% | -23.0% | +108.6% | +102.2% |
| 5Y | +186.6% | +2.0% | +184.6% | +164.1% |
| All | +706.7% | +134.0% | +572.7% | +367.3% |
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 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