+33.3%
ACI vs SPYG
+170.3%
-137.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +2.3% | +2.3% | -0.1% | +2.0% |
| 30D | +1.2% | -6.5% | +7.7% | +2.0% |
| 3M | +6.8% | -6.8% | +13.6% | +7.6% |
| 6M | -18.7% | -3.1% | -15.6% | -18.6% |
| YTD | -20.2% | +8.0% | -28.2% | -21.4% |
| 1Y | -23.7% | +10.2% | -34.0% | -25.2% |
| 3Y | -31.6% | +91.0% | -122.6% | -42.0% |
| 5Y | -42.8% | +67.7% | -110.5% | -51.8% |
| All | +33.3% | +170.3% | -137.0% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling