+2,361.1%
ACN vs ACGL
+5,886.5%
-3,525.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.0% | -1.4% | -2.7% | -3.5% |
| 30D | +19.0% | +12.4% | +6.6% | +13.8% |
| 3M | +42.2% | +11.1% | +31.1% | +36.7% |
| 6M | +50.1% | +16.3% | +33.8% | +42.1% |
| YTD | -2.7% | +13.8% | -16.5% | -7.5% |
| 1Y | +7.6% | +20.4% | -12.8% | 0.0% |
| 3Y | -15.9% | +33.6% | -49.4% | -26.5% |
| 5Y | -24.4% | +176.8% | -201.2% | -51.7% |
| 10Y | +151.4% | +324.6% | -173.2% | +30.9% |
| All | +2,361.1% | +5,886.5% | -3,525.3% | +590.1% |
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