+86.8%
ACN vs SPYM
+321.7%
-235.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.8% |
| 7D | -7.9% | -2.0% | -5.9% | -6.0% |
| 30D | -1.1% | -1.6% | +0.6% | +0.6% |
| 3M | +5.6% | +4.7% | +0.9% | 0.0% |
| 6M | -9.9% | +12.6% | -22.5% | -21.1% |
| YTD | -32.3% | +11.8% | -44.1% | -40.2% |
| 1Y | -25.3% | +17.5% | -42.9% | -37.5% |
| 3Y | -42.3% | +77.0% | -119.2% | -69.1% |
| 5Y | -43.5% | +82.6% | -126.1% | -70.5% |
| All | +86.8% | +321.7% | -235.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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