+114.8%
ACU vs SPY
+75.1%
+39.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +1.7% | -2.7% | +4.4% | +3.3% |
| 30D | +10.3% | -5.4% | +15.7% | +14.0% |
| 3M | +22.0% | -4.1% | +26.1% | +25.0% |
| 6M | +62.9% | +0.7% | +62.2% | +60.9% |
| YTD | +71.9% | +8.7% | +63.3% | +60.6% |
| 1Y | +85.6% | +10.9% | +74.7% | +70.6% |
| 3Y | +114.8% | +75.0% | +39.8% | +48.6% |
| All | +114.8% | +75.1% | +39.8% | +48.6% |
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