+21.6%
ACI vs SPYG
+183.6%
-162.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -3.7% | -0.9% | -2.9% | -3.6% |
| 30D | +0.6% | -1.5% | +2.1% | +0.8% |
| 3M | -20.3% | +3.7% | -24.1% | -20.7% |
| 6M | -24.7% | +16.4% | -41.1% | -26.4% |
| YTD | -27.2% | +13.3% | -40.6% | -28.6% |
| 1Y | -32.7% | +17.9% | -50.6% | -34.6% |
| 3Y | -43.9% | +98.3% | -142.2% | -52.5% |
| 5Y | -38.9% | +86.4% | -125.3% | -49.3% |
| All | +21.6% | +183.6% | -162.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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