-41.4%
ACI vs SPY
+71.5%
-112.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.4% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | +7.2% | -3.3% | +10.5% | +8.1% |
| 3M | +8.8% | -2.4% | +11.2% | +9.4% |
| 6M | -17.2% | +2.6% | -19.7% | -17.8% |
| YTD | -21.3% | +11.2% | -32.5% | -23.6% |
| 1Y | -23.7% | +13.4% | -37.1% | -26.5% |
| 3Y | -32.8% | +79.9% | -112.7% | -46.1% |
| 5Y | -41.4% | +72.2% | -113.6% | -55.6% |
| All | -41.4% | +71.5% | -112.9% | -55.6% |
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