+129.9%
ACLS vs SPY
+82.0%
+47.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.7% |
| 30D | -15.8% | +0.1% | -15.8% | -15.8% |
| 3M | -28.9% | +2.0% | -30.9% | -30.3% |
| 6M | +32.9% | +13.0% | +19.8% | +7.8% |
| YTD | +43.2% | +13.5% | +29.7% | +15.4% |
| 1Y | +46.1% | +20.0% | +26.1% | +6.6% |
| 3Y | -40.3% | +77.2% | -117.5% | -78.8% |
| All | +129.9% | +82.0% | +47.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling