+1,677.3%
ACIW vs SPY
+2,624.7%
-947.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -8.4% | +0.1% | -8.4% | -8.4% |
| 3M | +25.0% | +2.0% | +23.0% | +21.6% |
| 6M | +24.8% | +13.0% | +11.8% | +8.1% |
| YTD | +10.8% | +13.5% | -2.8% | -4.4% |
| 1Y | +6.7% | +20.0% | -13.3% | -13.6% |
| 3Y | +115.1% | +77.2% | +37.9% | +13.9% |
| 5Y | +59.2% | +81.9% | -22.7% | -17.8% |
| 10Y | +171.0% | +314.1% | -143.1% | -41.7% |
| All | +1,677.3% | +2,624.7% | -947.4% | +4.5% |
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