+85.0%
SPYG vs ACM
+2.7%
+82.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +1.7% |
| 30D | -1.7% | -12.7% | +11.0% | +3.0% |
| 3M | +3.6% | -9.8% | +13.4% | +6.7% |
| 6M | +16.6% | -31.4% | +48.0% | +34.1% |
| YTD | +13.4% | -32.1% | +45.5% | +29.7% |
| 1Y | +19.6% | -47.8% | +67.4% | +53.9% |
| 3Y | +99.8% | -22.1% | +121.8% | +104.3% |
| 5Y | +85.0% | +1.8% | +83.2% | +63.5% |
| All | +85.0% | +2.7% | +82.2% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling