+11.9%
ACN vs AGG
-0.5%
+12.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.4% | +3.1% |
| 7D | +8.6% | +0.5% | +8.1% | +7.8% |
| 30D | +36.6% | +2.4% | +34.2% | +32.9% |
| 3M | +56.3% | -1.0% | +57.3% | +56.0% |
| 6M | +49.7% | -0.9% | +50.6% | +48.8% |
| YTD | +1.3% | -0.9% | +2.2% | +1.6% |
| 1Y | +11.9% | -0.5% | +12.4% | +13.5% |
| All | +11.9% | -0.5% | +12.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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