-69.8%
AACG vs SPY
+81.0%
-150.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.3% |
| 7D | -4.5% | -0.4% | -4.2% | -4.4% |
| 30D | -3.4% | -1.4% | -2.1% | -2.7% |
| 3M | -22.2% | +3.7% | -25.9% | -23.5% |
| 6M | -11.6% | +13.0% | -24.6% | -16.7% |
| YTD | +6.3% | +12.4% | -6.1% | +0.6% |
| 1Y | -60.4% | +18.5% | -78.9% | -63.3% |
| 3Y | -28.8% | +77.6% | -106.4% | -44.1% |
| 5Y | -69.8% | +81.7% | -151.5% | -75.7% |
| All | -69.8% | +81.0% | -150.8% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling