+176.5%
ACIW vs SPY
+322.5%
-146.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.7% |
| 7D | -1.6% | -0.8% | -0.9% | -0.8% |
| 30D | -1.3% | -1.1% | -0.2% | 0.0% |
| 3M | +17.4% | +3.9% | +13.6% | +12.0% |
| 6M | +25.7% | +13.6% | +12.1% | +7.7% |
| YTD | +9.0% | +12.7% | -3.7% | -5.6% |
| 1Y | +2.9% | +17.5% | -14.6% | -15.3% |
| 3Y | +123.7% | +76.9% | +46.8% | +15.2% |
| 5Y | +62.5% | +83.6% | -21.1% | -19.4% |
| All | +176.5% | +322.5% | -146.0% | -52.8% |
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 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