+27.4%
ACGLO vs SPY
+265.2%
-237.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | -1.5% | +2.0% | -3.5% | -2.2% |
| 6M | -5.9% | +13.0% | -18.9% | -9.8% |
| YTD | -3.3% | +13.5% | -16.8% | -7.4% |
| 1Y | -6.5% | +20.0% | -26.4% | -12.2% |
| 3Y | +7.4% | +77.2% | -69.8% | -12.8% |
| 5Y | -2.7% | +81.9% | -84.6% | -22.5% |
| All | +27.4% | +265.2% | -237.8% | -19.9% |
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