+67.8%
SPYG vs ACGL
+173.3%
-105.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.3% | +2.2% | +0.2% | +1.9% |
| 30D | -6.5% | +12.3% | -18.8% | -8.5% |
| 3M | -6.8% | +11.8% | -18.7% | -8.9% |
| 6M | -3.1% | +17.5% | -20.6% | -6.6% |
| YTD | +8.0% | +14.3% | -6.3% | +4.4% |
| 1Y | +10.2% | +18.2% | -7.9% | +5.6% |
| 3Y | +91.0% | +33.2% | +57.8% | +72.9% |
| All | +67.8% | +173.3% | -105.4% | +7.8% |
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