-41.1%
ACN vs AGG
-2.6%
-38.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -1.5% | -1.1% | -0.5% | -0.8% |
| 30D | +2.1% | -1.1% | +3.2% | +2.9% |
| 3M | +11.1% | -1.9% | +13.0% | +12.5% |
| 6M | -6.8% | -1.7% | -5.1% | -5.8% |
| YTD | -30.0% | -1.3% | -28.7% | -29.4% |
| 1Y | -23.1% | -0.7% | -22.4% | -22.8% |
| 3Y | -40.4% | +12.5% | -52.9% | -45.6% |
| All | -41.1% | -2.6% | -38.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling