+1,697.2%
ACN vs SPYG
+989.5%
+707.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +9.4% | -0.4% | +9.8% | +9.8% |
| 3M | +5.6% | +0.5% | +5.1% | +3.5% |
| 6M | -9.3% | +17.5% | -26.7% | -22.6% |
| YTD | -29.0% | +14.3% | -43.3% | -38.0% |
| 1Y | -24.7% | +21.7% | -46.4% | -38.0% |
| 3Y | -39.8% | +98.6% | -138.4% | -68.6% |
| 5Y | -40.9% | +85.1% | -126.0% | -67.2% |
| 10Y | +91.1% | +412.0% | -320.9% | -55.8% |
| All | +1,697.2% | +989.5% | +707.8% | +97.3% |
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