+26.7%
AACG vs SPY
+694.5%
-667.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +1.1% | +0.1% | +1.1% | +1.2% |
| 3M | -18.3% | +2.0% | -20.3% | -19.0% |
| 6M | -11.0% | +13.0% | -24.0% | -15.6% |
| YTD | +12.7% | +13.5% | -0.9% | +6.7% |
| 1Y | -58.6% | +20.0% | -78.6% | -61.6% |
| 3Y | -29.4% | +77.2% | -106.6% | -44.6% |
| 5Y | -67.9% | +81.9% | -149.7% | -75.2% |
| 10Y | +107.1% | +314.1% | -206.9% | +29.1% |
| All | +26.7% | +694.5% | -667.8% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling