+1,065.7%
ACN vs AGG
+97.4%
+968.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -1.4% | -0.2% | -1.1% | -1.3% |
| 3M | +2.6% | -0.7% | +3.3% | +2.6% |
| 6M | -14.3% | -1.8% | -12.5% | -14.1% |
| YTD | -33.1% | -0.6% | -32.5% | -33.1% |
| 1Y | -28.8% | +0.4% | -29.2% | -28.8% |
| 3Y | -43.0% | +13.2% | -56.1% | -43.6% |
| 5Y | -44.0% | -2.0% | -42.0% | -45.6% |
| 10Y | +88.5% | +15.1% | +73.5% | +90.9% |
| All | +1,065.7% | +97.4% | +968.3% | +1,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling