-99.5%
SPXU vs ACGL
+332.0%
-431.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +2.1% |
| 7D | +0.5% | +1.3% | -0.8% | +2.0% |
| 30D | +10.9% | +14.2% | -3.3% | +27.0% |
| 3M | +9.6% | +11.1% | -1.5% | +21.8% |
| 6M | -4.7% | +16.4% | -21.0% | +10.1% |
| YTD | -24.6% | +13.8% | -38.4% | -15.2% |
| 1Y | -24.7% | +21.6% | -46.3% | -9.0% |
| 3Y | -80.0% | +33.5% | -113.6% | -71.0% |
| 5Y | -83.5% | +174.8% | -258.3% | -29.0% |
| 10Y | -99.5% | +330.4% | -429.8% | -93.5% |
| All | -99.5% | +332.0% | -431.5% | -93.5% |
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