-34.2%
ACI vs SPY
+17.2%
-51.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.4% |
| 7D | -7.1% | -2.0% | -5.1% | -7.4% |
| 30D | -4.5% | -1.7% | -2.8% | -4.8% |
| 3M | -22.3% | +4.7% | -27.0% | -20.8% |
| 6M | -28.4% | +12.5% | -40.9% | -24.7% |
| YTD | -29.5% | +11.7% | -41.2% | -26.1% |
| 1Y | -34.2% | +17.5% | -51.7% | -29.4% |
| All | -34.2% | +17.2% | -51.5% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling