+4,824.8%
ACGL vs SPY
+2,052.6%
+2,772.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +2.4% |
| 7D | +6.4% | -4.7% | +11.1% | +9.2% |
| 30D | +16.6% | -5.9% | +22.5% | +20.5% |
| 3M | +11.6% | -4.5% | +16.1% | +14.3% |
| 6M | +17.5% | +1.8% | +15.7% | +15.4% |
| YTD | +15.3% | +8.3% | +6.9% | +8.9% |
| 1Y | +26.3% | +9.3% | +16.9% | +18.6% |
| 3Y | +35.9% | +74.9% | -38.9% | -4.1% |
| 5Y | +168.2% | +67.3% | +100.9% | +92.7% |
| 10Y | +352.0% | +311.6% | +40.4% | +107.2% |
| All | +4,824.8% | +2,052.6% | +2,772.2% | +1,276.7% |
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 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