+2,361.1%
ACN vs SPG
+2,561.1%
-200.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.0% | +2.7% | -6.8% | -4.7% |
| 30D | +19.0% | +16.6% | +2.4% | +14.2% |
| 3M | +42.2% | +8.1% | +34.1% | +39.2% |
| 6M | +50.1% | +19.3% | +30.8% | +43.1% |
| YTD | -2.7% | +31.1% | -33.8% | -9.8% |
| 1Y | +7.6% | +32.8% | -25.2% | -0.6% |
| 3Y | -15.9% | +135.8% | -151.7% | -34.0% |
| 5Y | -24.4% | +85.1% | -109.5% | -37.2% |
| 10Y | +151.4% | +115.9% | +35.4% | +81.8% |
| All | +2,361.1% | +2,561.1% | -200.0% | +415.3% |
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