+325.1%
ACV vs SPY
+312.5%
+12.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +1.5% | -0.4% | +1.8% | +1.8% |
| 30D | -2.9% | -1.4% | -1.6% | -1.7% |
| 3M | -0.9% | +3.7% | -4.6% | -4.4% |
| 6M | +5.9% | +13.0% | -7.1% | -5.8% |
| YTD | +6.1% | +12.4% | -6.3% | -5.1% |
| 1Y | +23.3% | +18.5% | +4.7% | +4.7% |
| 3Y | +87.0% | +77.6% | +9.4% | +5.2% |
| 5Y | +41.0% | +81.7% | -40.7% | -22.7% |
| 10Y | +325.1% | +319.7% | +5.4% | +7.3% |
| All | +325.1% | +312.5% | +12.5% | +7.3% |
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