-42.8%
ACAD vs SPY
+315.0%
-357.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.4% | -24.6% | -24.6% |
| 7D | -19.4% | +0.1% | -19.5% | -20.1% |
| 30D | -16.6% | -3.3% | -13.3% | -14.5% |
| 3M | -43.5% | -2.4% | -41.1% | -42.7% |
| 6M | -26.3% | +2.6% | -28.9% | -29.2% |
| YTD | -38.2% | +11.2% | -49.5% | -45.3% |
| 1Y | -26.9% | +13.4% | -40.3% | -36.5% |
| 3Y | -25.0% | +79.9% | -104.9% | -59.4% |
| 5Y | -23.5% | +72.2% | -95.7% | -56.7% |
| 10Y | -42.8% | +307.3% | -350.2% | -88.0% |
| All | -42.8% | +315.0% | -357.9% | -88.0% |
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