-42.9%
ACN vs DG
-37.3%
-5.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.6% |
| 7D | -4.8% | -2.5% | -2.4% | -4.5% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | +3.9% | +20.3% | -16.4% | +1.6% |
| 6M | -15.0% | -11.7% | -3.3% | -14.3% |
| YTD | -31.9% | -2.3% | -29.6% | -32.0% |
| 1Y | -28.5% | +20.0% | -48.5% | -30.3% |
| 3Y | -41.9% | +7.2% | -49.1% | -43.5% |
| 5Y | -42.9% | -37.9% | -4.9% | -36.9% |
| All | -42.9% | -37.3% | -5.6% | -36.9% |
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