-98.1%
ACET vs SPY
+72.1%
-170.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.6% |
| 7D | -8.9% | +2.6% | -11.4% | -12.1% |
| 30D | -43.1% | -2.0% | -41.2% | -41.5% |
| 3M | -66.3% | -2.8% | -63.6% | -64.9% |
| 6M | -65.6% | +2.1% | -67.7% | -66.2% |
| YTD | -67.0% | +11.5% | -78.5% | -70.9% |
| 1Y | -73.8% | +13.5% | -87.3% | -77.4% |
| 3Y | -85.3% | +77.7% | -163.0% | -93.0% |
| All | -98.1% | +72.1% | -170.2% | -99.0% |
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 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