+35.2%
AACG vs SPY
+690.1%
-654.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.3% | +7.0% |
| 7D | +4.4% | +0.5% | +3.8% | +4.1% |
| 30D | +10.5% | -0.9% | +11.4% | +11.0% |
| 3M | -10.4% | +3.9% | -14.3% | -11.8% |
| 6M | -2.1% | +14.5% | -16.6% | -7.7% |
| YTD | +20.3% | +12.9% | +7.3% | +14.1% |
| 1Y | -53.9% | +19.4% | -73.2% | -57.2% |
| 3Y | -19.5% | +78.5% | -97.9% | -37.1% |
| 5Y | -64.9% | +81.8% | -146.7% | -73.0% |
| 10Y | +117.2% | +311.5% | -194.3% | +35.7% |
| All | +35.2% | +690.1% | -654.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling