-22.6%
ACN vs DG
-31.9%
+9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | +1.6% | +5.2% | -3.7% | +0.8% |
| 30D | +24.6% | +7.9% | +16.7% | +23.4% |
| 3M | +46.2% | +12.7% | +33.5% | +43.9% |
| 6M | +46.2% | +22.4% | +23.7% | +42.5% |
| YTD | -0.9% | +5.4% | -6.3% | -2.1% |
| 1Y | +8.8% | +39.4% | -30.6% | +4.3% |
| 3Y | -14.3% | +24.1% | -38.4% | -18.9% |
| 5Y | -22.6% | -32.2% | +9.5% | -14.0% |
| All | -22.6% | -31.9% | +9.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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