+2,472.7%
ACN vs ACGL
+5,963.2%
-3,490.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | +6.4% | +0.9% | +4.7% |
| 30D | +38.2% | +16.6% | +21.6% | +30.4% |
| 3M | +56.6% | +11.6% | +45.0% | +50.3% |
| 6M | +51.1% | +17.5% | +33.7% | +42.5% |
| YTD | +1.7% | +15.3% | -13.6% | -3.8% |
| 1Y | +10.1% | +26.3% | -16.2% | +0.5% |
| 3Y | -10.3% | +35.9% | -46.2% | -22.2% |
| 5Y | -21.4% | +168.2% | -189.6% | -49.2% |
| 10Y | +167.1% | +352.0% | -184.8% | +35.9% |
| All | +2,472.7% | +5,963.2% | -3,490.5% | +617.9% |
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