+152.3%
ACN vs SGI
+319.5%
-167.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | -5.3% | +1.5% | -2.8% |
| 30D | +16.5% | -2.1% | +18.6% | +16.9% |
| 3M | +41.5% | -8.2% | +49.6% | +43.9% |
| 6M | +60.1% | -4.6% | +64.6% | +60.4% |
| YTD | -3.9% | -31.5% | +27.5% | +3.0% |
| 1Y | +4.1% | -30.8% | +34.9% | +11.3% |
| 3Y | -15.9% | +67.2% | -83.1% | -27.9% |
| 5Y | -26.3% | +42.5% | -68.8% | -36.9% |
| All | +152.3% | +319.5% | -167.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling