+175.7%
ETN vs ACM
-0.5%
+176.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.6% |
| 7D | +3.0% | -5.9% | +8.9% | +6.0% |
| 30D | -10.9% | -6.2% | -4.7% | -8.8% |
| 3M | +9.2% | -7.9% | +17.1% | +11.4% |
| 6M | +13.9% | -30.6% | +44.5% | +35.0% |
| YTD | +29.5% | -33.3% | +62.8% | +54.6% |
| 1Y | +14.2% | -49.2% | +63.4% | +59.5% |
| 3Y | +79.9% | -23.5% | +103.3% | +92.2% |
| 5Y | +175.7% | +0.9% | +174.7% | +155.0% |
| All | +175.7% | -0.5% | +176.2% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling