+422.1%
SPYG vs ACGL
+270.1%
+152.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.3% | -2.1% | +2.5% | +1.0% |
| 30D | -1.7% | -2.2% | +0.5% | -1.1% |
| 3M | +3.6% | +6.3% | -2.7% | +1.1% |
| 6M | +16.6% | +0.5% | +16.1% | +15.5% |
| YTD | +13.4% | +0.2% | +13.2% | +12.0% |
| 1Y | +19.6% | +7.3% | +12.3% | +15.0% |
| 3Y | +99.8% | +30.8% | +68.9% | +73.8% |
| 5Y | +85.0% | +155.8% | -70.8% | +20.4% |
| 10Y | +422.1% | +276.3% | +145.8% | +185.6% |
| All | +422.1% | +270.1% | +152.0% | +185.6% |
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