+151.8%
ACN vs SPG
+114.5%
+37.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.7% | +3.1% | -8.9% | -6.6% |
| 30D | +17.0% | +16.4% | +0.6% | +12.2% |
| 3M | +39.9% | +7.1% | +32.8% | +37.2% |
| 6M | +50.2% | +16.1% | +34.1% | +44.2% |
| YTD | -4.2% | +30.4% | -34.6% | -11.1% |
| 1Y | +4.3% | +33.0% | -28.7% | -3.8% |
| 3Y | -17.1% | +134.6% | -151.8% | -35.0% |
| 5Y | -26.5% | +84.9% | -111.4% | -39.6% |
| All | +151.8% | +114.5% | +37.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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