-31.6%
ACI vs SPXS
-80.3%
+48.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | +2.3% | -7.5% | +9.8% | +2.1% |
| 30D | +1.2% | +5.3% | -4.1% | +1.3% |
| 3M | +6.8% | +9.7% | -2.9% | +7.0% |
| 6M | -18.7% | -4.6% | -14.2% | -18.7% |
| YTD | -20.2% | -25.8% | +5.6% | -20.3% |
| 1Y | -23.7% | -28.8% | +5.1% | -24.0% |
| 3Y | -31.6% | -80.2% | +48.5% | -39.1% |
| All | -31.6% | -80.3% | +48.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling