+324.6%
ACGL vs SPY
+311.8%
+12.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.0% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | +12.4% | -2.4% | +14.7% | +14.2% |
| 3M | +11.1% | -1.2% | +12.3% | +11.6% |
| 6M | +16.3% | +3.3% | +13.1% | +11.9% |
| YTD | +13.8% | +12.3% | +1.5% | +1.3% |
| 1Y | +20.4% | +12.4% | +8.0% | +6.9% |
| 3Y | +33.6% | +78.8% | -45.2% | -24.9% |
| 5Y | +176.8% | +75.2% | +101.7% | +56.2% |
| 10Y | +324.6% | +311.1% | +13.5% | +12.6% |
| All | +324.6% | +311.8% | +12.8% | +12.6% |
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 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