+20.8%
ACLS vs SPY
+9.9%
+11.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +9.5% |
| 7D | -0.8% | -2.7% | +1.9% | +5.1% |
| 30D | -28.3% | -5.4% | -22.9% | -16.8% |
| 3M | -27.4% | -4.1% | -23.3% | -18.8% |
| 6M | -42.0% | +0.7% | -42.7% | -41.6% |
| YTD | +23.5% | +8.7% | +14.9% | +8.3% |
| 1Y | +20.8% | +10.9% | +9.9% | +1.4% |
| All | +20.8% | +9.9% | +11.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling