+96.8%
ACIO vs SPY
+180.1%
-83.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -3.0% | -3.3% | +0.3% | -1.5% |
| 3M | -2.6% | -2.4% | -0.2% | -1.5% |
| 6M | +0.5% | +2.6% | -2.1% | -0.7% |
| YTD | +6.1% | +11.2% | -5.2% | +1.0% |
| 1Y | +6.8% | +13.4% | -6.6% | +0.8% |
| 3Y | +50.9% | +79.9% | -29.0% | +16.9% |
| 5Y | +49.5% | +72.2% | -22.7% | +16.2% |
| All | +96.8% | +180.1% | -83.3% | +35.0% |
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