-3.8%
ACLS vs SPY
+727.8%
-731.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -8.3% |
| 7D | -19.0% | -0.7% | -18.3% | -17.9% |
| 30D | -35.3% | -1.0% | -34.2% | -33.7% |
| 3M | -34.0% | -0.3% | -33.7% | -33.2% |
| 6M | -35.1% | +7.3% | -42.4% | -40.8% |
| YTD | +14.7% | +13.3% | +1.4% | -4.3% |
| 1Y | +14.4% | +14.8% | -0.3% | -6.2% |
| 3Y | -29.7% | +82.9% | -112.6% | -73.0% |
| 5Y | +59.1% | +75.6% | -16.5% | -29.0% |
| 10Y | +697.7% | +330.5% | +367.2% | -15.9% |
| All | -3.8% | +727.8% | -731.6% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling