+29.6%
ACES vs SPY
+216.4%
-186.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | +0.5% | -0.4% | +0.8% | +0.9% |
| 30D | -5.6% | -1.4% | -4.2% | -3.9% |
| 3M | -17.6% | +3.7% | -21.3% | -21.0% |
| 6M | -7.1% | +13.0% | -20.1% | -19.4% |
| YTD | -6.7% | +12.4% | -19.1% | -18.3% |
| 1Y | +6.1% | +18.5% | -12.4% | -12.4% |
| 3Y | -22.5% | +77.6% | -100.2% | -60.9% |
| 5Y | -54.5% | +81.7% | -136.2% | -77.1% |
| All | +29.6% | +216.4% | -186.9% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling