-15.9%
ACN vs AG
+195.3%
-211.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -3.8% | -10.0% | +6.1% | -3.7% |
| 30D | +16.5% | -10.5% | +27.0% | +16.7% |
| 3M | +41.5% | -27.3% | +68.7% | +42.2% |
| 6M | +60.1% | -43.0% | +103.1% | +61.9% |
| YTD | -3.9% | -17.9% | +14.0% | -5.1% |
| 1Y | +4.1% | +11.9% | -7.8% | +1.2% |
| 3Y | -15.9% | +201.8% | -217.7% | -26.0% |
| All | -15.9% | +195.3% | -211.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling