-65.6%
ACET vs SPY
+2.7%
-68.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.5% |
| 7D | -8.9% | +2.6% | -11.4% | -12.9% |
| 30D | -43.1% | -2.0% | -41.2% | -40.6% |
| 3M | -66.3% | -2.8% | -63.6% | -64.0% |
| 6M | -65.6% | +2.1% | -67.7% | -66.6% |
| All | -65.6% | +2.7% | -68.2% | -66.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling