+845.6%
ACLS vs SPY
+313.4%
+532.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -15.8% | +0.1% | -15.8% | -15.8% |
| 3M | -28.9% | +2.0% | -30.9% | -30.1% |
| 6M | +32.9% | +13.0% | +19.8% | +10.1% |
| YTD | +43.2% | +13.5% | +29.7% | +18.1% |
| 1Y | +46.1% | +20.0% | +26.1% | +10.1% |
| 3Y | -40.3% | +77.2% | -117.5% | -76.0% |
| 5Y | +129.9% | +81.9% | +48.0% | -4.5% |
| All | +845.6% | +313.4% | +532.2% | +6.7% |
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