+2,325.1%
ACN vs SPYG
+938.5%
+1,386.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | -5.7% | +4.2% | -10.0% | -9.0% |
| 30D | +17.0% | -7.4% | +24.4% | +23.5% |
| 3M | +39.9% | -5.3% | +45.1% | +44.5% |
| 6M | +50.2% | -1.2% | +51.4% | +47.3% |
| YTD | -4.2% | +9.0% | -13.2% | -14.1% |
| 1Y | +4.3% | +8.8% | -4.5% | -6.7% |
| 3Y | -17.1% | +92.8% | -109.9% | -56.2% |
| 5Y | -26.5% | +69.3% | -95.8% | -56.6% |
| 10Y | +147.7% | +398.4% | -250.7% | -42.2% |
| All | +2,325.1% | +938.5% | +1,386.7% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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