-25.3%
ACN vs AGI
+9.6%
-34.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.3% |
| 7D | -7.9% | -5.3% | -2.6% | -7.8% |
| 30D | -1.1% | +6.8% | -7.8% | -1.1% |
| 3M | +5.6% | +8.3% | -2.7% | +6.2% |
| 6M | -9.9% | -29.2% | +19.3% | -10.4% |
| YTD | -32.3% | -7.3% | -25.1% | -31.3% |
| 1Y | -25.3% | +8.0% | -33.3% | -24.4% |
| All | -25.3% | +9.6% | -34.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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