+26.3%
ACI vs SPY
+173.2%
-146.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +5.9% | +0.1% | +5.9% | +5.9% |
| 3M | -19.8% | +2.0% | -21.8% | -20.2% |
| 6M | -24.7% | +13.0% | -37.8% | -27.3% |
| YTD | -24.4% | +13.5% | -37.9% | -27.1% |
| 1Y | -31.5% | +20.0% | -51.5% | -35.2% |
| 3Y | -38.7% | +77.2% | -115.9% | -50.3% |
| 5Y | -42.8% | +81.9% | -124.7% | -55.6% |
| All | +26.3% | +173.2% | -146.9% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling