+983.1%
SPYG vs ACM
+230.8%
+752.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | -0.4% | -11.1% | +10.7% | +3.0% |
| 3M | +0.5% | -8.0% | +8.5% | +2.5% |
| 6M | +17.5% | -29.7% | +47.1% | +30.5% |
| YTD | +14.3% | -29.4% | +43.7% | +26.1% |
| 1Y | +21.7% | -46.4% | +68.1% | +46.8% |
| 3Y | +98.6% | -22.3% | +121.0% | +109.0% |
| 5Y | +85.1% | +4.5% | +80.6% | +75.4% |
| 10Y | +412.0% | +127.6% | +284.4% | +251.3% |
| All | +983.1% | +230.8% | +752.3% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling