+33.3%
ACI vs SPXS
-96.3%
+129.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.6% |
| 7D | +2.3% | -7.5% | +9.8% | +1.6% |
| 30D | +1.2% | +5.3% | -4.1% | +1.9% |
| 3M | +6.8% | +9.7% | -2.9% | +7.9% |
| 6M | -18.7% | -4.6% | -14.2% | -18.7% |
| YTD | -20.2% | -25.8% | +5.6% | -21.9% |
| 1Y | -23.7% | -28.8% | +5.1% | -25.6% |
| 3Y | -31.6% | -80.2% | +48.5% | -41.5% |
| 5Y | -42.8% | -83.2% | +40.4% | -50.6% |
| All | +33.3% | -96.3% | +129.6% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling