+72.1%
ACAD vs SPY
+82.0%
-9.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -3.7% | +0.1% | -3.9% | -3.9% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +29.0% | +2.0% | +27.0% | +26.1% |
| 6M | +19.8% | +13.0% | +6.8% | +5.7% |
| YTD | +4.9% | +13.5% | -8.6% | -7.9% |
| 1Y | +9.9% | +20.0% | -10.1% | -8.5% |
| 3Y | +0.8% | +77.2% | -76.4% | -43.6% |
| All | +72.1% | +82.0% | -9.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling