-100.0%
ACON vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.0% |
| 7D | -14.9% | -2.7% | -12.2% | -11.8% |
| 30D | -29.4% | -5.4% | -24.0% | -24.3% |
| 3M | -29.4% | -4.1% | -25.3% | -25.6% |
| 6M | -49.4% | +0.7% | -50.1% | -49.8% |
| YTD | -63.9% | +8.7% | -72.6% | -67.3% |
| 1Y | -77.9% | +10.9% | -88.8% | -80.5% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling