-92.4%
ACET vs SPY
+81.8%
-174.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | +5.1% | +0.5% | +4.5% | +4.3% |
| 30D | +21.9% | -0.9% | +22.9% | +23.3% |
| 3M | +34.8% | +3.9% | +30.9% | +27.7% |
| 6M | +33.5% | +14.5% | +18.9% | +12.7% |
| YTD | +15.6% | +12.9% | +2.6% | -0.1% |
| 1Y | -20.3% | +19.4% | -39.7% | -35.8% |
| 3Y | -64.0% | +78.5% | -142.5% | -82.7% |
| 5Y | -92.4% | +81.8% | -174.1% | -96.3% |
| All | -92.4% | +81.8% | -174.1% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling