+426.1%
ACA vs SPY
+216.1%
+210.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.6% |
| 7D | +1.5% | -1.0% | +2.5% | +2.7% |
| 30D | +1.8% | -1.2% | +3.0% | +3.3% |
| 3M | +2.8% | +2.5% | +0.3% | -0.8% |
| 6M | +50.7% | +15.1% | +35.6% | +29.7% |
| YTD | +50.7% | +15.1% | +35.6% | +29.7% |
| 1Y | +61.8% | +15.6% | +46.1% | +38.5% |
| 3Y | +118.7% | +88.1% | +30.6% | +9.3% |
| 5Y | +185.5% | +80.3% | +105.2% | +48.4% |
| All | +426.1% | +216.1% | +210.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling