+1,697.2%
ACN vs SPG
+2,249.0%
-551.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -2.4% | +0.9% | -0.9% |
| 30D | +9.4% | -6.8% | +16.2% | +11.5% |
| 3M | +5.6% | +2.7% | +3.0% | +5.0% |
| 6M | -9.3% | +5.5% | -14.7% | -10.7% |
| YTD | -29.0% | +15.7% | -44.7% | -31.8% |
| 1Y | -24.7% | +20.9% | -45.5% | -28.6% |
| 3Y | -39.8% | +112.4% | -152.2% | -51.4% |
| 5Y | -40.9% | +101.4% | -142.3% | -51.9% |
| 10Y | +91.1% | +60.6% | +30.5% | +49.6% |
| All | +1,697.2% | +2,249.0% | -551.7% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling