+11.9%
ACN vs AG
+29.4%
-17.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.1% | -5.3% | +4.0% |
| 7D | +8.6% | -2.6% | +11.2% | +8.5% |
| 30D | +36.6% | -12.1% | +48.7% | +36.2% |
| 3M | +56.3% | -6.6% | +62.9% | +56.2% |
| 6M | +49.7% | -20.5% | +70.1% | +49.2% |
| YTD | +1.3% | -7.4% | +8.8% | -0.2% |
| 1Y | +11.9% | +33.4% | -21.5% | +12.4% |
| All | +11.9% | +29.4% | -17.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling