+42.7%
ACEL vs SPY
+257.7%
-215.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.1% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | +25.2% | -2.4% | +27.5% | +27.4% |
| 3M | +14.1% | -1.2% | +15.3% | +14.9% |
| 6M | +21.0% | +3.3% | +17.7% | +17.0% |
| YTD | +22.5% | +12.3% | +10.2% | +10.4% |
| 1Y | +36.1% | +12.4% | +23.7% | +22.4% |
| 3Y | +30.2% | +78.8% | -48.6% | -21.4% |
| 5Y | +6.9% | +75.2% | -68.3% | -34.5% |
| All | +42.7% | +257.7% | -215.1% | -42.1% |
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