-44.0%
ACI vs SPYG
+83.9%
-127.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.0% | +0.3% | -5.4% | -5.1% |
| 30D | -2.3% | -1.7% | -0.6% | -2.1% |
| 3M | -23.2% | +3.6% | -26.8% | -23.5% |
| 6M | -29.5% | +16.6% | -46.1% | -30.9% |
| YTD | -28.6% | +13.4% | -42.0% | -29.8% |
| 1Y | -34.0% | +19.6% | -53.6% | -35.9% |
| 3Y | -45.0% | +99.8% | -144.7% | -53.6% |
| 5Y | -44.0% | +85.0% | -129.0% | -56.5% |
| All | -44.0% | +83.9% | -127.9% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling