+11.9%
ACN vs SPY
+14.6%
-2.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.8% |
| 7D | +8.6% | -0.7% | +9.3% | +8.5% |
| 30D | +36.6% | -1.0% | +37.6% | +36.5% |
| 3M | +56.3% | -0.3% | +56.6% | +56.0% |
| 6M | +49.7% | +7.3% | +42.3% | +46.5% |
| YTD | +1.3% | +13.3% | -12.0% | -1.9% |
| 1Y | +11.9% | +14.8% | -2.9% | +8.0% |
| All | +11.9% | +14.6% | -2.7% | +8.0% |
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