+14.1%
ACES vs SPY
+213.9%
-199.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | -3.4% | +2.6% | -5.9% | -6.4% |
| 30D | +1.4% | -2.0% | +3.4% | +3.9% |
| 3M | -17.9% | -2.8% | -15.1% | -14.9% |
| 6M | -30.6% | +2.1% | -32.8% | -32.0% |
| YTD | -17.8% | +11.5% | -29.3% | -27.3% |
| 1Y | -18.6% | +13.5% | -32.0% | -29.5% |
| 3Y | -3.9% | +77.7% | -81.6% | -51.6% |
| 5Y | -65.5% | +72.6% | -138.1% | -81.6% |
| All | +14.1% | +213.9% | -199.8% | -66.5% |
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