-42.3%
ACN vs AGG
+12.6%
-54.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -7.9% | -0.9% | -6.9% | -7.5% |
| 30D | -1.1% | -1.0% | -0.1% | -0.6% |
| 3M | +5.6% | -1.3% | +6.9% | +6.1% |
| 6M | -9.9% | -2.1% | -7.9% | -9.2% |
| YTD | -32.3% | -1.2% | -31.1% | -32.0% |
| 1Y | -25.3% | -0.5% | -24.8% | -25.1% |
| All | -42.3% | +12.6% | -54.9% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling