+29.0%
ACEL vs SPY
+78.4%
-49.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +16.8% | -0.6% | +17.4% | +17.1% |
| 30D | +25.9% | -3.7% | +29.6% | +29.1% |
| 3M | +14.9% | -2.7% | +17.7% | +17.0% |
| 6M | +19.1% | +2.2% | +16.9% | +16.3% |
| YTD | +21.4% | +10.8% | +10.6% | +10.9% |
| 1Y | +33.0% | +11.2% | +21.8% | +21.1% |
| 3Y | +29.0% | +76.5% | -47.5% | -34.0% |
| All | +29.0% | +78.4% | -49.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling