+4.9%
ACGLO vs SPY
+78.0%
-73.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -0.8% | -3.3% | +2.5% | 0.0% |
| 3M | -3.3% | -2.4% | -0.9% | -2.8% |
| 6M | -6.4% | +2.6% | -8.9% | -7.0% |
| YTD | -4.5% | +11.2% | -15.8% | -6.9% |
| 1Y | -7.0% | +13.4% | -20.4% | -9.7% |
| 3Y | +4.9% | +79.9% | -75.0% | -18.5% |
| All | +4.9% | +78.0% | -73.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling