+312.8%
SPY vs ACGL
+270.2%
+42.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | +0.1% | -1.0% | +1.1% | +0.4% |
| 3M | +2.0% | +11.0% | -9.1% | -2.2% |
| 6M | +13.0% | -0.3% | +13.3% | +12.4% |
| YTD | +13.5% | +2.3% | +11.3% | +11.5% |
| 1Y | +20.0% | +6.4% | +13.6% | +15.8% |
| 3Y | +77.2% | +34.0% | +43.2% | +52.2% |
| 5Y | +81.9% | +161.6% | -79.8% | +14.8% |
| All | +312.8% | +270.2% | +42.7% | +121.7% |
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