+2,427.5%
ACN vs SPGI
+2,243.5%
+184.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +33.5% | +18.4% | +15.2% | +23.6% |
| 3M | +53.5% | +15.7% | +37.8% | +43.4% |
| 6M | +52.2% | +17.3% | +35.0% | +41.7% |
| YTD | -0.1% | -4.7% | +4.6% | +2.2% |
| 1Y | +11.0% | +1.8% | +9.2% | +10.2% |
| 3Y | -11.8% | +31.7% | -43.5% | -22.8% |
| 5Y | -22.8% | +12.1% | -34.9% | -27.8% |
| 10Y | +162.4% | +341.9% | -179.5% | +37.6% |
| All | +2,427.5% | +2,243.5% | +184.0% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling