+11.0%
AACG vs SPY
+680.1%
-669.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +30.0% | +2.6% | +27.4% | +28.5% |
| 30D | +13.0% | -2.0% | +15.0% | +13.4% |
| 3M | -29.7% | -2.8% | -26.9% | -29.3% |
| 6M | -34.5% | +2.1% | -36.6% | -35.4% |
| YTD | -1.3% | +11.5% | -12.8% | -6.3% |
| 1Y | -37.1% | +13.5% | -50.6% | -40.8% |
| 3Y | -10.3% | +77.7% | -88.0% | -30.2% |
| 5Y | -64.7% | +72.6% | -137.3% | -72.3% |
| 10Y | +98.4% | +308.2% | -209.8% | +23.9% |
| All | +11.0% | +680.1% | -669.1% | -34.0% |
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 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