+97.1%
ACIO vs SPY
+180.7%
-83.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.2% |
| 30D | -1.9% | -2.0% | +0.1% | -1.0% |
| 3M | -2.8% | -2.8% | 0.0% | -1.5% |
| 6M | -0.1% | +2.1% | -2.2% | -1.0% |
| YTD | +6.2% | +11.5% | -5.3% | +1.0% |
| 1Y | +6.6% | +13.5% | -6.8% | +0.6% |
| 3Y | +49.2% | +77.7% | -28.5% | +16.1% |
| 5Y | +50.2% | +72.6% | -22.5% | +16.6% |
| All | +97.1% | +180.7% | -83.7% | +35.1% |
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