+56.1%
ACOG vs SPY
+28.6%
+27.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +5.1% |
| 7D | +6.7% | +0.1% | +6.6% | +6.8% |
| 30D | -1.5% | -3.3% | +1.8% | +1.8% |
| 3M | -2.5% | -2.4% | -0.1% | -0.1% |
| 6M | +45.9% | +2.6% | +43.3% | +42.3% |
| YTD | +36.9% | +11.2% | +25.7% | +23.7% |
| 1Y | +55.6% | +13.4% | +42.2% | +38.6% |
| All | +56.1% | +28.6% | +27.5% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling