+151.8%
ACN vs SPGI
+329.2%
-177.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.6% |
| 7D | -5.7% | -0.8% | -4.9% | -5.2% |
| 30D | +17.0% | +14.3% | +2.8% | +7.6% |
| 3M | +39.9% | +14.5% | +25.4% | +28.2% |
| 6M | +50.2% | +17.3% | +32.9% | +35.9% |
| YTD | -4.2% | -4.6% | +0.4% | -1.6% |
| 1Y | +4.3% | +0.8% | +3.5% | +3.4% |
| 3Y | -17.1% | +28.8% | -45.9% | -30.9% |
| 5Y | -26.5% | +14.0% | -40.4% | -34.9% |
| All | +151.8% | +329.2% | -177.4% | +8.5% |
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