+63.4%
ACU vs SPY
+81.8%
-18.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -2.8% | +0.5% | -3.4% | -3.0% |
| 30D | +9.2% | -0.9% | +10.1% | +9.6% |
| 3M | +40.8% | +3.9% | +37.0% | +38.2% |
| 6M | +44.8% | +14.5% | +30.3% | +35.9% |
| YTD | +53.3% | +12.9% | +40.4% | +44.8% |
| 1Y | +41.4% | +19.4% | +22.0% | +30.3% |
| 3Y | +149.5% | +78.5% | +71.0% | +101.6% |
| 5Y | +63.4% | +81.8% | -18.4% | +29.5% |
| All | +63.4% | +81.8% | -18.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling