+3.1%
ACEL vs SPY
+72.2%
-69.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +16.8% | -0.6% | +17.4% | +17.2% |
| 30D | +25.9% | -3.7% | +29.6% | +29.6% |
| 3M | +14.9% | -2.7% | +17.7% | +17.3% |
| 6M | +19.1% | +2.2% | +16.9% | +16.0% |
| YTD | +21.4% | +10.8% | +10.6% | +10.0% |
| 1Y | +33.0% | +11.2% | +21.8% | +20.1% |
| 3Y | +29.0% | +76.5% | -47.5% | -24.2% |
| 5Y | +3.1% | +72.9% | -69.8% | -38.3% |
| All | +3.1% | +72.2% | -69.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling