+98.2%
ACFN vs SPY
+82.0%
+16.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.5% | +0.1% | -3.7% | -3.6% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | +14.0% | +2.0% | +12.0% | +13.1% |
| 6M | -12.4% | +13.0% | -25.4% | -15.8% |
| YTD | +26.0% | +13.5% | +12.5% | +20.9% |
| 1Y | -32.1% | +20.0% | -52.1% | -35.4% |
| 3Y | +213.0% | +77.2% | +135.8% | +179.5% |
| All | +98.2% | +82.0% | +16.2% | +71.4% |
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