-97.3%
ACB vs SPY
+308.5%
-405.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -3.9% | +3.3% | -7.1% | -8.4% |
| 30D | +16.3% | -2.7% | +19.0% | +20.4% |
| 3M | +30.6% | -1.7% | +32.4% | +33.5% |
| 6M | +48.5% | +3.1% | +45.4% | +40.6% |
| YTD | +18.2% | +11.9% | +6.4% | +0.3% |
| 1Y | +10.2% | +12.0% | -1.8% | -7.1% |
| 3Y | +6.2% | +78.2% | -72.0% | -54.2% |
| 5Y | -94.1% | +73.2% | -167.4% | -97.2% |
| All | -97.3% | +308.5% | -405.8% | -99.4% |
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