+91.0%
SPYG vs ACM
-9.1%
+100.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.3% | +5.6% | -3.3% | +0.9% |
| 30D | -6.5% | +20.8% | -27.3% | -11.0% |
| 3M | -6.8% | +11.4% | -18.3% | -9.7% |
| 6M | -3.1% | +0.9% | -4.1% | -4.0% |
| YTD | +8.0% | -24.8% | +32.8% | +16.6% |
| 1Y | +10.2% | -46.4% | +56.7% | +36.1% |
| 3Y | +91.0% | -9.2% | +100.2% | +89.2% |
| All | +91.0% | -9.1% | +100.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling