-44.0%
ACN vs AGI
+392.7%
-436.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -6.3% | +2.2% | -8.5% | -6.5% |
| 30D | -1.4% | +11.3% | -12.6% | -2.2% |
| 3M | +2.6% | +5.6% | -3.1% | +2.1% |
| 6M | -14.3% | -27.7% | +13.4% | -12.4% |
| YTD | -33.1% | -4.1% | -29.0% | -33.6% |
| 1Y | -28.8% | +13.8% | -42.6% | -30.9% |
| 3Y | -43.0% | +217.0% | -260.0% | -53.3% |
| 5Y | -44.0% | +404.3% | -448.3% | -58.9% |
| All | -44.0% | +392.7% | -436.7% | -58.9% |
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