+1.3%
ACEI vs SPY
+13.0%
-11.7%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -0.6% |
| 30D | -6.2% | -5.4% | -0.8% | -3.2% |
| 3M | -2.2% | -4.1% | +1.9% | +0.1% |
| 6M | -2.8% | +0.7% | -3.5% | -3.0% |
| YTD | +0.5% | +8.7% | -8.2% | -3.6% |
| 1Y | +1.8% | +10.9% | -9.1% | -3.4% |
| All | +1.3% | +13.0% | -11.7% | -4.9% |
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