+1,697.2%
ACN vs ACGL
+5,279.4%
-3,582.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | +9.4% | -1.0% | +10.4% | +9.7% |
| 3M | +5.6% | +11.0% | -5.4% | +1.6% |
| 6M | -9.3% | -0.3% | -8.9% | -9.1% |
| YTD | -29.0% | +2.3% | -31.2% | -29.8% |
| 1Y | -24.7% | +6.4% | -31.0% | -26.8% |
| 3Y | -39.8% | +34.0% | -73.8% | -47.8% |
| 5Y | -40.9% | +161.6% | -202.6% | -61.6% |
| 10Y | +91.1% | +278.6% | -187.5% | +3.7% |
| All | +1,697.2% | +5,279.4% | -3,582.2% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling