+151.4%
ACN vs AG
+72.5%
+78.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.8% |
| 7D | -4.0% | -4.0% | 0.0% | -3.8% |
| 30D | +19.0% | -13.1% | +32.1% | +19.7% |
| 3M | +42.2% | -22.0% | +64.2% | +43.7% |
| 6M | +50.1% | -37.3% | +87.4% | +53.1% |
| YTD | -2.7% | -11.2% | +8.4% | -3.9% |
| 1Y | +7.6% | +23.9% | -16.4% | +3.8% |
| 3Y | -15.9% | +225.1% | -241.0% | -26.2% |
| 5Y | -24.4% | +7.7% | -32.1% | -30.1% |
| 10Y | +151.4% | +86.9% | +64.5% | +125.6% |
| All | +151.4% | +72.5% | +78.9% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling