-100.0%
SPXU vs ACGL
+1,545.7%
-1,645.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | -0.8% |
| 7D | -0.1% | -0.7% | +0.6% | -0.9% |
| 30D | +0.8% | -1.0% | +1.8% | -0.4% |
| 3M | -4.7% | +11.0% | -15.7% | +6.8% |
| 6M | -29.6% | -0.3% | -29.3% | -30.8% |
| YTD | -29.9% | +2.3% | -32.1% | -29.3% |
| 1Y | -39.1% | +6.4% | -45.5% | -35.8% |
| 3Y | -80.0% | +34.0% | -114.0% | -69.1% |
| 5Y | -86.0% | +161.6% | -247.7% | -34.5% |
| 10Y | -99.5% | +278.6% | -378.1% | -92.1% |
| All | -100.0% | +1,545.7% | -1,645.7% | -97.4% |
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