+392.2%
SPYG vs ACGL
+332.3%
+59.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -8.4% | +13.1% | -21.5% | -12.1% |
| 3M | -6.2% | +9.8% | -16.0% | -9.3% |
| 6M | -1.8% | +15.3% | -17.0% | -7.0% |
| YTD | +8.4% | +12.7% | -4.3% | +2.9% |
| 1Y | +10.1% | +20.7% | -10.7% | +2.0% |
| 3Y | +94.9% | +34.3% | +60.7% | +69.3% |
| 5Y | +68.5% | +170.6% | -102.1% | +8.0% |
| 10Y | +392.2% | +330.6% | +61.7% | +167.3% |
| All | +392.2% | +332.3% | +59.9% | +167.3% |
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