+88.5%
ACN vs SPY
+312.5%
-224.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -6.3% | -0.4% | -6.0% | -5.9% |
| 30D | -1.4% | -1.4% | 0.0% | +0.1% |
| 3M | +2.6% | +3.7% | -1.1% | -1.9% |
| 6M | -14.3% | +13.0% | -27.3% | -25.3% |
| YTD | -33.1% | +12.4% | -45.5% | -41.3% |
| 1Y | -28.8% | +18.5% | -47.3% | -41.0% |
| 3Y | -43.0% | +77.6% | -120.6% | -69.8% |
| 5Y | -44.0% | +81.7% | -125.7% | -70.9% |
| 10Y | +88.5% | +319.7% | -231.1% | -57.5% |
| All | +88.5% | +312.5% | -224.0% | -57.5% |
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