+94.1%
ACIO vs SPY
+172.8%
-78.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -0.3% |
| 7D | -3.1% | -4.7% | +1.7% | -0.9% |
| 30D | -4.7% | -5.9% | +1.2% | -2.0% |
| 3M | -3.5% | -4.5% | +1.0% | -1.4% |
| 6M | +0.6% | +1.8% | -1.2% | -0.2% |
| YTD | +4.6% | +8.3% | -3.7% | +0.9% |
| 1Y | +4.4% | +9.3% | -5.0% | +0.2% |
| 3Y | +48.7% | +74.9% | -26.1% | +16.7% |
| 5Y | +47.7% | +67.3% | -19.6% | +16.4% |
| All | +94.1% | +172.8% | -78.6% | +34.9% |
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