-100.0%
SPXU vs ACGL
+1,730.9%
-1,830.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +2.2% |
| 7D | +0.5% | +1.3% | -0.8% | +2.2% |
| 30D | +10.9% | +14.2% | -3.3% | +29.3% |
| 3M | +9.6% | +11.1% | -1.5% | +23.5% |
| 6M | -4.7% | +16.4% | -21.0% | +12.0% |
| YTD | -24.6% | +13.8% | -38.4% | -14.2% |
| 1Y | -24.7% | +21.6% | -46.3% | -7.0% |
| 3Y | -80.0% | +33.5% | -113.6% | -70.1% |
| 5Y | -83.5% | +174.8% | -258.3% | -20.0% |
| 10Y | -99.5% | +330.4% | -429.8% | -90.0% |
| All | -100.0% | +1,730.9% | -1,830.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling