+151.4%
ACN vs SPY
+311.8%
-160.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -3.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | +19.0% | -2.4% | +21.4% | +21.1% |
| 3M | +42.2% | -1.2% | +43.3% | +42.9% |
| 6M | +50.1% | +3.3% | +46.8% | +43.0% |
| YTD | -2.7% | +12.3% | -15.0% | -15.2% |
| 1Y | +7.6% | +12.4% | -4.9% | -6.5% |
| 3Y | -15.9% | +78.8% | -94.7% | -56.3% |
| 5Y | -24.4% | +75.2% | -99.5% | -59.5% |
| 10Y | +151.4% | +311.1% | -159.7% | -47.7% |
| All | +151.4% | +311.8% | -160.4% | -47.7% |
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