+23.5%
ACGLO vs SPY
+261.2%
-237.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -1.6% | -2.4% | +0.8% | -0.8% |
| 3M | -5.0% | -1.2% | -3.8% | -4.7% |
| 6M | -8.3% | +3.3% | -11.6% | -9.4% |
| YTD | -6.3% | +12.3% | -18.6% | -10.0% |
| 1Y | -8.7% | +12.4% | -21.2% | -12.4% |
| 3Y | +0.9% | +78.8% | -77.9% | -18.3% |
| 5Y | -4.7% | +75.2% | -79.9% | -23.1% |
| All | +23.5% | +261.2% | -237.7% | -22.1% |
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