-15.9%
ACN vs SPGI
+30.0%
-45.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -3.8% | +1.2% | -5.1% | -4.6% |
| 30D | +16.5% | +15.9% | +0.6% | +6.2% |
| 3M | +41.5% | +12.3% | +29.2% | +31.5% |
| 6M | +60.1% | +23.7% | +36.4% | +40.3% |
| YTD | -3.9% | -3.5% | -0.4% | -3.0% |
| 1Y | +4.1% | +0.4% | +3.7% | +3.0% |
| 3Y | -15.9% | +29.9% | -45.8% | -27.8% |
| All | -15.9% | +30.0% | -45.9% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling