+88.7%
ACN vs SPGI
+296.1%
-207.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.1% |
| 7D | -4.8% | -2.5% | -2.3% | -3.3% |
| 30D | +1.9% | +5.4% | -3.5% | -1.5% |
| 3M | +3.9% | +9.0% | -5.2% | -1.8% |
| 6M | -15.0% | +0.8% | -15.8% | -15.3% |
| YTD | -31.9% | -12.6% | -19.3% | -26.1% |
| 1Y | -28.5% | -16.1% | -12.4% | -20.7% |
| 3Y | -41.9% | +19.0% | -60.9% | -49.2% |
| 5Y | -42.9% | +5.1% | -47.9% | -46.8% |
| 10Y | +88.7% | +295.5% | -206.7% | -14.4% |
| All | +88.7% | +296.1% | -207.4% | -14.4% |
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 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