+94.3%
ACIO vs SPY
+173.6%
-79.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -1.5% | -2.7% | +1.2% | -0.2% |
| 30D | -4.4% | -5.4% | +1.0% | -1.9% |
| 3M | -3.5% | -4.1% | +0.6% | -1.6% |
| 6M | -0.5% | +0.7% | -1.2% | -0.8% |
| YTD | +4.7% | +8.7% | -3.9% | +0.8% |
| 1Y | +5.4% | +10.9% | -5.5% | +0.5% |
| 3Y | +48.9% | +75.0% | -26.1% | +16.8% |
| 5Y | +47.8% | +67.8% | -20.0% | +16.3% |
| All | +94.3% | +173.6% | -79.3% | +34.8% |
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