+67.6%
SPY vs ACGL
+159.2%
-91.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -5.4% | +13.7% | -19.1% | -8.2% |
| 3M | -4.1% | +8.0% | -12.1% | -5.9% |
| 6M | +0.7% | +13.3% | -12.6% | -2.6% |
| YTD | +8.7% | +11.8% | -3.2% | +5.1% |
| 1Y | +10.9% | +22.2% | -11.4% | +4.6% |
| 3Y | +75.0% | +32.5% | +42.5% | +58.0% |
| All | +67.6% | +159.2% | -91.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling