-83.3%
SPXU vs ACGL
+168.9%
-252.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -6.5% |
| 7D | -1.5% | -1.1% | -0.4% | -2.0% |
| 30D | +9.7% | +13.1% | -3.5% | +18.9% |
| 3M | +8.4% | +9.8% | -1.3% | +15.2% |
| 6M | -5.7% | +15.3% | -21.0% | +3.1% |
| YTD | -25.4% | +12.7% | -38.2% | -19.7% |
| 1Y | -28.9% | +20.7% | -49.6% | -19.0% |
| 3Y | -81.2% | +34.3% | -115.5% | -74.6% |
| 5Y | -83.3% | +170.6% | -253.9% | -32.5% |
| All | -83.3% | +168.9% | -252.2% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling