+7.6%
ACN vs SPG
+33.6%
-26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.0% | +2.7% | -6.8% | -5.3% |
| 30D | +19.0% | +16.6% | +2.4% | +10.6% |
| 3M | +42.2% | +8.1% | +34.1% | +36.4% |
| 6M | +50.1% | +19.3% | +30.8% | +42.0% |
| YTD | -2.7% | +31.1% | -33.8% | -12.3% |
| 1Y | +7.6% | +32.8% | -25.2% | -3.7% |
| All | +7.6% | +33.6% | -26.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling