+556.1%
ETN vs ACWI
+227.3%
+328.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +3.6% |
| 30D | -15.2% | -2.0% | -13.2% | -12.8% |
| 3M | -21.2% | -2.2% | -19.1% | -18.7% |
| 6M | -13.5% | +1.9% | -15.3% | -14.3% |
| YTD | +14.5% | +12.0% | +2.5% | +1.1% |
| 1Y | -0.9% | +12.5% | -13.4% | -12.8% |
| 3Y | +68.6% | +75.4% | -6.8% | -10.8% |
| 5Y | +129.0% | +61.5% | +67.5% | +33.8% |
| 10Y | +556.1% | +227.1% | +329.0% | +72.0% |
| All | +556.1% | +227.3% | +328.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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