+75.5%
SPYM vs ACGL
+31.5%
+44.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -5.4% | +13.7% | -19.1% | -6.7% |
| 3M | -4.1% | +8.0% | -12.1% | -4.9% |
| 6M | +0.8% | +13.3% | -12.5% | -0.8% |
| YTD | +8.8% | +11.8% | -3.1% | +7.0% |
| 1Y | +11.0% | +22.2% | -11.3% | +7.4% |
| 3Y | +75.5% | +32.5% | +43.0% | +71.7% |
| All | +75.5% | +31.5% | +44.0% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling