+50.1%
ACP vs SPY
+308.5%
-258.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.2% | +3.3% | -3.5% | -2.1% |
| 30D | -0.8% | -2.7% | +1.9% | +0.7% |
| 3M | -14.1% | -1.7% | -12.3% | -13.3% |
| 6M | -13.5% | +3.1% | -16.6% | -15.3% |
| YTD | -9.5% | +11.9% | -21.4% | -15.6% |
| 1Y | -8.5% | +12.0% | -20.4% | -14.7% |
| 3Y | +16.8% | +78.2% | -61.3% | -19.0% |
| 5Y | -15.3% | +73.2% | -88.6% | -41.0% |
| All | +50.1% | +308.5% | -258.4% | -39.8% |
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