+228.7%
ACNB vs SPY
+315.0%
-86.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -0.7% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | +7.0% | -3.3% | +10.4% | +10.5% |
| 3M | +4.2% | -2.4% | +6.6% | +6.5% |
| 6M | +27.5% | +2.6% | +24.9% | +23.1% |
| YTD | +42.2% | +11.2% | +31.0% | +25.9% |
| 1Y | +47.5% | +13.4% | +34.1% | +27.7% |
| 3Y | +113.3% | +79.9% | +33.4% | +11.1% |
| 5Y | +180.6% | +72.2% | +108.5% | +49.2% |
| 10Y | +228.7% | +307.3% | -78.6% | -24.2% |
| All | +228.7% | +315.0% | -86.3% | -24.2% |
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