+307.8%
SPY vs ACGL
+324.4%
-16.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +1.8% |
| 30D | -2.0% | +12.3% | -14.3% | -6.0% |
| 3M | -2.8% | +11.8% | -14.6% | -6.7% |
| 6M | +2.1% | +17.5% | -15.3% | -4.2% |
| YTD | +11.5% | +14.3% | -2.8% | +5.1% |
| 1Y | +13.5% | +18.2% | -4.7% | +5.6% |
| 3Y | +77.7% | +33.2% | +44.5% | +54.1% |
| 5Y | +72.6% | +174.3% | -101.7% | +7.5% |
| All | +307.8% | +324.4% | -16.5% | +110.3% |
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