-15.9%
ACN vs AGI
+127.5%
-143.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.8% | -10.1% | +6.3% | -3.7% |
| 30D | +16.5% | -6.5% | +23.1% | +16.5% |
| 3M | +41.5% | -12.8% | +54.3% | +41.7% |
| 6M | +60.1% | -34.3% | +94.4% | +60.8% |
| YTD | -3.9% | -25.6% | +21.7% | -3.5% |
| 1Y | +4.1% | -14.2% | +18.3% | +4.4% |
| 3Y | -15.9% | +127.3% | -143.1% | -21.9% |
| All | -15.9% | +127.5% | -143.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling