+21.6%
ACI vs SPXS
-96.4%
+118.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +3.0% |
| 7D | -3.7% | +2.5% | -6.2% | -3.5% |
| 30D | +0.6% | +4.2% | -3.6% | +1.0% |
| 3M | -20.3% | -9.3% | -11.0% | -20.8% |
| 6M | -24.7% | -30.7% | +6.0% | -26.9% |
| YTD | -27.2% | -28.1% | +0.8% | -29.1% |
| 1Y | -32.7% | -35.1% | +2.3% | -35.0% |
| 3Y | -43.9% | -79.6% | +35.7% | -51.7% |
| 5Y | -38.9% | -86.3% | +47.4% | -48.4% |
| All | +21.6% | -96.4% | +118.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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