+88.5%
ACN vs SGI
+263.3%
-174.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -1.4% | +5.5% | -6.9% | -2.5% |
| 3M | +2.6% | -3.6% | +6.2% | +2.9% |
| 6M | -14.3% | -15.0% | +0.7% | -12.3% |
| YTD | -33.1% | -23.0% | -10.1% | -30.1% |
| 1Y | -28.8% | -18.4% | -10.4% | -26.8% |
| 3Y | -43.0% | +57.8% | -100.7% | -50.2% |
| 5Y | -44.0% | +51.5% | -95.5% | -52.4% |
| 10Y | +88.5% | +275.2% | -186.6% | +20.0% |
| All | +88.5% | +263.3% | -174.7% | +20.0% |
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