-100.0%
ACON vs SPY
+84.9%
-184.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | +4.8% | -0.4% | +5.1% | +5.0% |
| 30D | +2.5% | -1.4% | +3.9% | +3.8% |
| 3M | -25.8% | +3.7% | -29.5% | -28.1% |
| 6M | -25.8% | +13.0% | -38.8% | -33.4% |
| YTD | -47.4% | +12.4% | -59.8% | -52.6% |
| 1Y | -65.9% | +18.5% | -84.4% | -70.6% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +84.9% | -184.9% | -100.0% |
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 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