+191.5%
ETR vs ACI
+18.9%
+172.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | +2.0% | -2.3% | +4.4% | +2.2% |
| 3M | -1.7% | -23.2% | +21.5% | +0.6% |
| 6M | +3.6% | -29.5% | +33.1% | +6.9% |
| YTD | +18.0% | -28.6% | +46.7% | +21.5% |
| 1Y | +26.2% | -34.0% | +60.3% | +31.0% |
| 3Y | +148.0% | -45.0% | +193.0% | +162.1% |
| 5Y | +126.1% | -44.0% | +170.1% | +135.4% |
| All | +191.5% | +18.9% | +172.6% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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