-32.7%
ACI vs SPYG
+17.9%
-50.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.5% |
| 7D | -3.7% | -0.9% | -2.9% | -4.1% |
| 30D | +0.6% | -1.5% | +2.1% | 0.0% |
| 3M | -20.3% | +3.7% | -24.1% | -18.8% |
| 6M | -24.7% | +16.4% | -41.1% | -18.5% |
| YTD | -27.2% | +13.3% | -40.6% | -22.1% |
| 1Y | -32.7% | +17.9% | -50.6% | -25.1% |
| All | -32.7% | +17.9% | -50.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling