+73.1%
SPYM vs ACGL
+173.3%
-100.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | -2.0% | +12.3% | -14.3% | -4.5% |
| 3M | -2.8% | +11.8% | -14.6% | -5.3% |
| 6M | +2.2% | +17.5% | -15.3% | -1.9% |
| YTD | +11.5% | +14.3% | -2.7% | +7.5% |
| 1Y | +13.5% | +18.2% | -4.7% | +8.3% |
| 3Y | +78.0% | +33.2% | +44.9% | +61.2% |
| All | +73.1% | +173.3% | -100.2% | +12.2% |
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