-16.7%
ACAD vs SPY
+311.3%
-328.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.0% |
| 7D | -4.5% | +0.5% | -5.1% | -5.1% |
| 30D | -5.6% | -0.9% | -4.6% | -4.8% |
| 3M | +27.1% | +3.9% | +23.2% | +21.8% |
| 6M | +24.5% | +14.5% | +9.9% | +8.0% |
| YTD | +3.3% | +12.9% | -9.7% | -9.1% |
| 1Y | +8.6% | +19.4% | -10.7% | -9.6% |
| 3Y | +4.3% | +78.5% | -74.2% | -42.8% |
| 5Y | +66.8% | +81.8% | -14.9% | -10.5% |
| 10Y | -16.7% | +311.5% | -328.2% | -86.9% |
| All | -16.7% | +311.3% | -328.0% | -86.9% |
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