+307.3%
SPY vs ACGL
+332.3%
-25.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -3.3% | +13.1% | -16.5% | -7.5% |
| 3M | -2.4% | +9.8% | -12.2% | -5.8% |
| 6M | +2.6% | +15.3% | -12.7% | -3.2% |
| YTD | +11.2% | +12.7% | -1.5% | +5.4% |
| 1Y | +13.4% | +20.7% | -7.3% | +4.7% |
| 3Y | +79.9% | +34.3% | +45.6% | +55.4% |
| 5Y | +72.2% | +170.6% | -98.4% | +7.8% |
| 10Y | +307.3% | +330.6% | -23.3% | +110.0% |
| All | +307.3% | +332.3% | -25.0% | +110.0% |
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