+471.5%
ACFN vs SPY
+312.9%
+158.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -14.0% | -2.7% | -11.3% | -12.7% |
| 30D | -21.8% | -5.4% | -16.4% | -19.5% |
| 3M | -22.8% | -4.1% | -18.7% | -21.2% |
| 6M | -24.4% | +0.7% | -25.1% | -24.8% |
| YTD | -3.1% | +8.7% | -11.8% | -7.0% |
| 1Y | +3.0% | +10.9% | -7.8% | -1.8% |
| 3Y | +189.7% | +75.0% | +114.7% | +122.7% |
| 5Y | +57.7% | +67.8% | -10.1% | +22.7% |
| All | +471.5% | +312.9% | +158.6% | +259.3% |
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 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