-67.4%
ACCO vs SPY
+810.0%
-877.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +4.9% | +2.6% | +2.3% | +1.9% |
| 30D | +18.8% | -2.0% | +20.8% | +20.9% |
| 3M | +25.1% | -2.8% | +27.9% | +28.6% |
| 6M | +42.5% | +2.1% | +40.3% | +37.7% |
| YTD | +51.6% | +11.5% | +40.1% | +32.4% |
| 1Y | +66.3% | +13.5% | +52.8% | +42.2% |
| 3Y | +39.1% | +77.7% | -38.6% | -29.2% |
| 5Y | -20.4% | +72.6% | -93.0% | -58.7% |
| 10Y | -32.7% | +308.2% | -340.9% | -88.0% |
| All | -67.4% | +810.0% | -877.4% | -96.9% |
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 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