+1,597.5%
ACN vs BG
+1,185.2%
+412.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.0% |
| 7D | -4.8% | +2.4% | -7.2% | -5.3% |
| 30D | +1.9% | +15.0% | -13.1% | -1.3% |
| 3M | +3.9% | -0.7% | +4.5% | +3.6% |
| 6M | -15.0% | +7.5% | -22.5% | -16.9% |
| YTD | -31.9% | +41.6% | -73.5% | -37.4% |
| 1Y | -28.5% | +50.7% | -79.2% | -35.5% |
| 3Y | -41.9% | +20.3% | -62.2% | -45.8% |
| 5Y | -42.9% | +85.2% | -128.1% | -52.5% |
| 10Y | +88.7% | +160.6% | -71.9% | +38.4% |
| All | +1,597.5% | +1,185.2% | +412.3% | +1,046.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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