-73.4%
ACCO vs SPY
+821.6%
-895.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.5% |
| 30D | +0.2% | -0.9% | +1.1% | +1.3% |
| 3M | +13.6% | +3.9% | +9.7% | +8.2% |
| 6M | +18.2% | +14.5% | +3.7% | +0.5% |
| YTD | +23.9% | +12.9% | +11.0% | +7.2% |
| 1Y | +17.1% | +19.4% | -2.3% | -5.1% |
| 3Y | +1.3% | +78.5% | -77.2% | -48.5% |
| 5Y | -36.0% | +81.8% | -117.7% | -68.5% |
| 10Y | -36.5% | +311.5% | -348.0% | -88.7% |
| All | -73.4% | +821.6% | -895.0% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling