+258.9%
ACU vs SPY
+312.5%
-53.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +9.3% | -1.4% | +10.7% | +9.9% |
| 3M | +40.9% | +3.7% | +37.2% | +38.6% |
| 6M | +42.7% | +13.0% | +29.7% | +35.7% |
| YTD | +55.1% | +12.4% | +42.7% | +47.8% |
| 1Y | +47.0% | +18.5% | +28.5% | +37.2% |
| 3Y | +152.4% | +77.6% | +74.8% | +105.5% |
| 5Y | +67.2% | +81.7% | -14.5% | +34.1% |
| 10Y | +258.9% | +319.7% | -60.7% | +133.2% |
| All | +258.9% | +312.5% | -53.6% | +133.2% |
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