+116.0%
AACG vs SPY
+318.9%
-202.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +10.0% |
| 7D | +2.2% | -2.0% | +4.2% | +3.8% |
| 30D | +4.5% | -1.7% | +6.2% | +5.9% |
| 3M | -12.4% | +4.7% | -17.1% | -15.4% |
| 6M | -4.2% | +12.5% | -16.7% | -12.5% |
| YTD | +16.5% | +11.7% | +4.7% | +7.0% |
| 1Y | -56.6% | +17.5% | -74.1% | -61.5% |
| 3Y | -22.0% | +76.6% | -98.6% | -50.2% |
| 5Y | -67.7% | +82.0% | -149.7% | -80.2% |
| All | +116.0% | +318.9% | -202.8% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling