-24.7%
ACN vs SPGI
-12.7%
-11.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.2% |
| 7D | -1.5% | +0.1% | -1.7% | -1.7% |
| 30D | +9.4% | +8.4% | +1.0% | +3.2% |
| 3M | +5.6% | +11.8% | -6.2% | -2.7% |
| 6M | -9.3% | +5.7% | -15.0% | -13.5% |
| YTD | -29.0% | -9.7% | -19.3% | -24.3% |
| 1Y | -24.7% | -12.5% | -12.2% | -19.4% |
| All | -24.7% | -12.7% | -11.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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