+226.3%
ACV vs SPY
+327.5%
-101.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -5.3% | -3.3% | -2.0% | -2.3% |
| 3M | -12.1% | -2.4% | -9.7% | -10.2% |
| 6M | -11.3% | +2.6% | -13.9% | -13.5% |
| YTD | -4.9% | +11.2% | -16.1% | -14.1% |
| 1Y | +0.5% | +13.4% | -12.9% | -10.8% |
| 3Y | +65.1% | +79.9% | -14.8% | -7.6% |
| 5Y | +23.3% | +72.2% | -48.9% | -28.1% |
| 10Y | +300.8% | +307.3% | -6.5% | +4.8% |
| All | +226.3% | +327.5% | -101.2% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling