+6.1%
ACES vs SPY
+18.8%
-12.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.1% |
| 7D | +0.5% | -0.4% | +0.8% | +1.1% |
| 30D | -5.6% | -1.4% | -4.2% | -3.1% |
| 3M | -17.6% | +3.7% | -21.3% | -22.8% |
| 6M | -7.1% | +13.0% | -20.1% | -24.4% |
| YTD | -6.7% | +12.4% | -19.1% | -23.2% |
| 1Y | +6.1% | +18.5% | -12.4% | -21.0% |
| All | +6.1% | +18.8% | -12.7% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling