+103.3%
ACIC vs SPY
+591.6%
-488.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -8.1% | -2.7% | -5.4% | -7.1% |
| 30D | +5.6% | -5.4% | +11.0% | +7.7% |
| 3M | -2.3% | -4.1% | +1.8% | -0.9% |
| 6M | -3.8% | +0.7% | -4.5% | -4.3% |
| YTD | -15.5% | +8.7% | -24.2% | -18.4% |
| 1Y | -12.4% | +10.9% | -23.3% | -16.1% |
| 3Y | +49.8% | +75.0% | -25.2% | +21.4% |
| 5Y | +164.0% | +67.8% | +96.2% | +115.8% |
| 10Y | +13.4% | +312.9% | -299.4% | -23.4% |
| All | +103.3% | +591.6% | -488.3% | +45.2% |
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 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