-17.2%
ACGLN vs SPY
+93.1%
-110.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +1.6% | -0.6% | +2.1% | +1.7% |
| 30D | -0.6% | -3.7% | +3.1% | +0.5% |
| 3M | -5.5% | -2.7% | -2.8% | -4.8% |
| 6M | -9.1% | +2.2% | -11.3% | -9.9% |
| YTD | -5.0% | +10.8% | -15.8% | -8.1% |
| 1Y | -8.1% | +11.2% | -19.4% | -11.3% |
| 3Y | -1.6% | +76.5% | -78.1% | -19.8% |
| 5Y | -20.9% | +72.9% | -93.9% | -36.8% |
| All | -17.2% | +93.1% | -110.4% | -35.1% |
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 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