-99.5%
ACET vs SPY
+208.6%
-308.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +4.7% | +0.1% | +4.6% | +4.5% |
| 3M | +17.7% | +2.0% | +15.7% | +15.1% |
| 6M | +26.7% | +13.0% | +13.7% | +11.2% |
| YTD | +13.9% | +13.5% | +0.4% | -0.1% |
| 1Y | -15.9% | +20.0% | -35.9% | -30.6% |
| 3Y | -69.7% | +77.2% | -146.9% | -83.7% |
| 5Y | -92.5% | +81.9% | -174.3% | -96.0% |
| All | -99.5% | +208.6% | -308.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling