+261.8%
ACV vs SPY
+336.4%
-74.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.8% |
| 30D | -2.8% | +0.1% | -2.8% | -2.8% |
| 3M | -4.5% | +2.0% | -6.5% | -6.3% |
| 6M | -0.1% | +13.0% | -13.2% | -11.0% |
| YTD | +5.4% | +13.5% | -8.1% | -6.5% |
| 1Y | +23.9% | +20.0% | +4.0% | +4.3% |
| 3Y | +81.6% | +77.2% | +4.4% | +3.3% |
| 5Y | +39.3% | +81.9% | -42.5% | -22.9% |
| 10Y | +313.6% | +314.1% | -0.5% | +6.5% |
| All | +261.8% | +336.4% | -74.6% | -14.7% |
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