-100.0%
ACON vs SPY
+83.0%
-183.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +3.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.5% |
| 30D | -25.2% | -3.3% | -21.9% | -22.6% |
| 3M | -23.6% | -2.4% | -21.2% | -21.6% |
| 6M | -45.1% | +2.6% | -47.6% | -46.1% |
| YTD | -62.0% | +11.2% | -73.2% | -65.3% |
| 1Y | -75.8% | +13.4% | -89.2% | -78.3% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| All | -100.0% | +83.0% | -183.0% | -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