+391.1%
ACFN vs SPY
+307.0%
+84.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +2.1% | +2.6% | -0.5% | +0.8% |
| 30D | -20.8% | -2.0% | -18.8% | -19.8% |
| 3M | -19.2% | -2.8% | -16.4% | -18.1% |
| 6M | -14.8% | +2.1% | -17.0% | -15.8% |
| YTD | -1.1% | +11.5% | -12.6% | -6.2% |
| 1Y | +6.2% | +13.5% | -7.3% | 0.0% |
| 3Y | +122.8% | +77.7% | +45.1% | +70.0% |
| 5Y | +58.2% | +72.6% | -14.5% | +21.5% |
| All | +391.1% | +307.0% | +84.1% | +182.8% |
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