+1,406.6%
ACN vs SGI
+1,971.1%
-564.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -2.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +22.6% | +6.6% | +16.1% | +21.2% |
| 3M | +45.9% | +1.8% | +44.1% | +45.3% |
| 6M | +43.8% | -3.9% | +47.7% | +44.1% |
| YTD | -2.5% | -25.2% | +22.8% | +1.4% |
| 1Y | +6.5% | -26.7% | +33.2% | +11.0% |
| 3Y | -14.2% | +86.8% | -100.9% | -24.7% |
| 5Y | -24.4% | +56.6% | -81.1% | -33.2% |
| 10Y | +156.3% | +384.3% | -228.0% | +75.9% |
| All | +1,406.6% | +1,971.1% | -564.4% | +619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling