-25.8%
ACN vs AGI
+243.7%
-269.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | -10.1% | +6.3% | -3.1% |
| 30D | +16.5% | -6.5% | +23.1% | +16.9% |
| 3M | +41.5% | -12.8% | +54.3% | +42.5% |
| 6M | +60.1% | -34.3% | +94.4% | +64.6% |
| YTD | -3.9% | -25.6% | +21.7% | -3.0% |
| 1Y | +4.1% | -14.2% | +18.3% | +3.5% |
| 3Y | -15.9% | +127.3% | -143.1% | -29.8% |
| All | -25.8% | +243.7% | -269.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling