+51.9%
ACP vs SPY
+304.1%
-252.2%
-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% | -1.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +0.8% | -3.7% | +4.5% | +3.0% |
| 3M | -11.1% | -2.7% | -8.3% | -9.7% |
| 6M | -11.9% | +2.2% | -14.1% | -13.2% |
| YTD | -7.6% | +10.8% | -18.4% | -13.3% |
| 1Y | -6.3% | +11.2% | -17.6% | -12.4% |
| 3Y | +19.3% | +76.5% | -57.2% | -16.8% |
| 5Y | -12.0% | +72.9% | -85.0% | -38.7% |
| 10Y | +51.9% | +304.8% | -252.9% | -39.1% |
| All | +51.9% | +304.1% | -252.2% | -39.1% |
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