-23.3%
ACIC vs SPY
+311.3%
-334.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -0.5% | +0.5% | -1.1% | -0.9% |
| 30D | -10.8% | -0.9% | -9.9% | -10.2% |
| 3M | -8.8% | +3.9% | -12.7% | -11.7% |
| 6M | -19.9% | +14.5% | -34.5% | -28.5% |
| YTD | -21.6% | +12.9% | -34.6% | -29.4% |
| 1Y | -12.2% | +19.4% | -31.5% | -24.4% |
| 3Y | +39.9% | +78.5% | -38.6% | -14.4% |
| 5Y | +215.5% | +81.8% | +133.8% | +87.1% |
| 10Y | -23.3% | +311.5% | -334.8% | -82.2% |
| All | -23.3% | +311.3% | -334.6% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling