+673.5%
ACLS vs SPY
+307.0%
+366.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.7% |
| 7D | +5.2% | +2.6% | +2.6% | +0.8% |
| 30D | -12.0% | -2.0% | -10.0% | -8.3% |
| 3M | -27.0% | -2.8% | -24.2% | -22.7% |
| 6M | -35.6% | +2.1% | -37.7% | -36.3% |
| YTD | +30.0% | +11.5% | +18.5% | +11.4% |
| 1Y | +26.4% | +13.5% | +12.9% | +5.4% |
| 3Y | -19.3% | +77.7% | -97.0% | -67.6% |
| 5Y | +70.0% | +72.6% | -2.6% | -22.6% |
| All | +673.5% | +307.0% | +366.5% | -15.4% |
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