-35.0%
ACCO vs SPY
+322.5%
-357.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.3% |
| 30D | -0.1% | -1.1% | +1.0% | +1.0% |
| 3M | +9.0% | +3.9% | +5.1% | +4.7% |
| 6M | +28.6% | +13.6% | +15.0% | +12.7% |
| YTD | +21.0% | +12.7% | +8.4% | +7.0% |
| 1Y | +11.9% | +17.5% | -5.6% | -5.2% |
| 3Y | +0.4% | +76.9% | -76.5% | -43.1% |
| 5Y | -35.5% | +83.6% | -119.1% | -64.9% |
| All | -35.0% | +322.5% | -357.4% | -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