+53.2%
ACOG vs SPY
+28.2%
+25.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +6.5% | -0.6% | +7.1% | +7.2% |
| 30D | -3.4% | -3.7% | +0.3% | +0.2% |
| 3M | -1.8% | -2.7% | +0.9% | +1.0% |
| 6M | +43.1% | +2.2% | +40.9% | +40.1% |
| YTD | +34.3% | +10.8% | +23.5% | +21.7% |
| 1Y | +39.5% | +11.2% | +28.2% | +26.2% |
| All | +53.2% | +28.2% | +25.0% | +15.9% |
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