+4,269.4%
ACGL vs SPY
+2,156.2%
+2,113.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +11.0% | +2.0% | +9.1% | +9.4% |
| 6M | -0.3% | +13.0% | -13.3% | -7.6% |
| YTD | +2.3% | +13.5% | -11.3% | -5.7% |
| 1Y | +6.4% | +20.0% | -13.6% | -5.2% |
| 3Y | +34.0% | +77.2% | -43.2% | -5.9% |
| 5Y | +161.6% | +81.9% | +79.8% | +79.6% |
| 10Y | +278.6% | +314.1% | -35.5% | +72.6% |
| All | +4,269.4% | +2,156.2% | +2,113.1% | +1,092.1% |
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