+156.3%
ACN vs SPGI
+335.6%
-179.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -2.5% | -0.9% | -1.7% | -2.0% |
| 30D | +22.6% | +15.5% | +7.1% | +12.0% |
| 3M | +45.9% | +15.7% | +30.3% | +32.9% |
| 6M | +43.8% | +19.1% | +24.8% | +28.8% |
| YTD | -2.5% | -4.1% | +1.6% | -0.2% |
| 1Y | +6.5% | +1.2% | +5.3% | +5.3% |
| 3Y | -14.2% | +31.6% | -45.8% | -29.5% |
| 5Y | -24.4% | +12.4% | -36.9% | -32.5% |
| 10Y | +156.3% | +334.3% | -178.0% | +12.5% |
| All | +156.3% | +335.6% | -179.3% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling