-99.8%
ACET vs SPY
+204.2%
-304.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +0.3% | +3.3% | -2.9% | -3.5% |
| 30D | -42.7% | -2.7% | -40.0% | -40.7% |
| 3M | -64.5% | -1.7% | -62.8% | -63.7% |
| 6M | -63.1% | +3.1% | -66.2% | -64.1% |
| YTD | -65.2% | +11.9% | -77.1% | -68.8% |
| 1Y | -73.3% | +12.0% | -85.3% | -76.1% |
| 3Y | -84.7% | +78.2% | -162.9% | -91.8% |
| 5Y | -98.1% | +73.2% | -171.4% | -99.0% |
| All | -99.8% | +204.2% | -304.0% | -100.0% |
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 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