+734.3%
ACLS vs SPY
+304.1%
+430.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.1% |
| 7D | +9.7% | -0.6% | +10.3% | +10.5% |
| 30D | -20.7% | -3.7% | -17.0% | -14.8% |
| 3M | -19.5% | -2.7% | -16.7% | -14.9% |
| 6M | -34.5% | +2.2% | -36.7% | -35.3% |
| YTD | +32.9% | +10.8% | +22.1% | +15.0% |
| 1Y | +22.2% | +11.2% | +10.9% | +5.4% |
| 3Y | -18.7% | +76.5% | -95.2% | -67.0% |
| 5Y | +76.7% | +72.9% | +3.8% | -19.8% |
| 10Y | +734.3% | +304.8% | +429.5% | -2.1% |
| All | +734.3% | +304.1% | +430.2% | -2.1% |
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