-86.0%
SPXU vs ACGL
+152.7%
-238.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.7% |
| 7D | +1.3% | -2.1% | +3.4% | -0.1% |
| 30D | +5.1% | -2.2% | +7.3% | +3.6% |
| 3M | -9.1% | +6.3% | -15.4% | -5.2% |
| 6M | -29.6% | +0.5% | -30.1% | -29.5% |
| YTD | -27.7% | +0.2% | -27.9% | -27.9% |
| 1Y | -37.0% | +7.3% | -44.2% | -33.6% |
| 3Y | -80.2% | +30.8% | -111.0% | -72.5% |
| 5Y | -86.0% | +155.8% | -241.8% | -46.5% |
| All | -86.0% | +152.7% | -238.7% | -46.5% |
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