-99.5%
ACET vs SPY
+206.3%
-305.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | -0.7% | -0.8% | 0.0% | +0.1% |
| 30D | +15.3% | -1.1% | +16.3% | +16.5% |
| 3M | +26.1% | +3.9% | +22.2% | +20.5% |
| 6M | +27.4% | +13.6% | +13.8% | +11.1% |
| YTD | +13.1% | +12.7% | +0.4% | 0.0% |
| 1Y | -32.5% | +17.5% | -50.0% | -43.1% |
| 3Y | -65.0% | +76.9% | -141.9% | -81.1% |
| 5Y | -92.2% | +83.6% | -175.8% | -95.9% |
| All | -99.5% | +206.3% | -305.8% | -99.9% |
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