+251.0%
SPOT vs ACGL
+253.9%
-2.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.5% | -2.1% | -4.4% | -5.9% |
| 30D | +2.2% | -2.2% | +4.4% | +2.9% |
| 3M | +5.4% | +6.3% | -0.9% | +3.7% |
| 6M | -4.0% | +0.5% | -4.5% | -4.3% |
| YTD | -9.9% | +0.2% | -10.1% | -10.3% |
| 1Y | -27.3% | +7.3% | -34.5% | -29.1% |
| 3Y | +236.4% | +30.8% | +205.6% | +206.2% |
| 5Y | +112.6% | +155.8% | -43.2% | +59.0% |
| All | +251.0% | +253.9% | -2.9% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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