+41.3%
ACEL vs SPY
+253.1%
-211.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| YTD | +21.4% | +10.8% | +10.6% | +10.5% |
| 1Y | +33.0% | +11.2% | +21.8% | +20.7% |
| 3Y | +29.0% | +76.5% | -47.5% | -21.3% |
| 5Y | +3.1% | +72.9% | -69.8% | -36.2% |
| All | +41.3% | +253.1% | -211.7% | -42.0% |
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 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