+723.6%
ACLS vs SPY
+312.9%
+410.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +9.7% |
| 7D | -0.8% | -2.7% | +1.9% | +3.7% |
| 30D | -28.3% | -5.4% | -22.9% | -20.6% |
| 3M | -27.4% | -4.1% | -23.3% | -21.4% |
| 6M | -42.0% | +0.7% | -42.7% | -41.2% |
| YTD | +23.5% | +8.7% | +14.9% | +10.5% |
| 1Y | +20.8% | +10.9% | +9.9% | +4.8% |
| 3Y | -23.2% | +75.0% | -98.2% | -68.4% |
| 5Y | +62.5% | +67.8% | -5.3% | -22.4% |
| All | +723.6% | +312.9% | +410.7% | -4.8% |
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