+85.1%
SPYG vs ACGL
+161.8%
-76.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -0.4% | -1.0% | +0.5% | -0.3% |
| 3M | +0.5% | +11.0% | -10.5% | -2.1% |
| 6M | +17.5% | -0.3% | +17.8% | +17.1% |
| YTD | +14.3% | +2.3% | +12.1% | +13.0% |
| 1Y | +21.7% | +6.4% | +15.3% | +18.8% |
| 3Y | +98.6% | +34.0% | +64.7% | +75.8% |
| All | +85.1% | +161.8% | -76.7% | +20.5% |
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