+1,612.4%
ACN vs AJG
+1,789.0%
-176.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -7.9% | -8.5% | +0.6% | -4.2% |
| 30D | -1.1% | -3.8% | +2.7% | +0.6% |
| 3M | +5.6% | +10.8% | -5.2% | +1.4% |
| 6M | -9.9% | +15.6% | -25.6% | -15.1% |
| YTD | -32.3% | -5.1% | -27.2% | -30.9% |
| 1Y | -25.3% | -16.0% | -9.3% | -20.1% |
| 3Y | -42.3% | +9.7% | -52.0% | -45.9% |
| 5Y | -43.5% | +77.8% | -121.3% | -56.8% |
| 10Y | +90.8% | +478.2% | -387.4% | -6.1% |
| All | +1,612.4% | +1,789.0% | -176.6% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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