+81.1%
ETN vs ACM
-22.3%
+103.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.4% |
| 7D | +6.2% | -3.7% | +9.9% | +7.9% |
| 30D | -6.7% | -12.7% | +6.0% | -1.9% |
| 3M | +3.6% | -9.8% | +13.4% | +6.8% |
| 6M | +18.3% | -31.4% | +49.7% | +39.9% |
| YTD | +31.5% | -32.1% | +63.5% | +53.8% |
| 1Y | +20.6% | -47.8% | +68.4% | +65.2% |
| All | +81.1% | -22.3% | +103.4% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling