+107.7%
ACIC vs SPY
+605.3%
-497.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +4.9% | -3.7% | +8.6% | +6.3% |
| 3M | +3.1% | -2.7% | +5.9% | +4.1% |
| 6M | -2.6% | +2.2% | -4.7% | -3.6% |
| YTD | -13.6% | +10.8% | -24.5% | -17.2% |
| 1Y | -8.9% | +11.2% | -20.1% | -12.8% |
| 3Y | +54.1% | +76.5% | -22.4% | +24.5% |
| 5Y | +173.6% | +72.9% | +100.7% | +121.3% |
| 10Y | +6.4% | +304.8% | -298.4% | -28.4% |
| All | +107.7% | +605.3% | -497.6% | +47.3% |
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