-76.9%
ACVA vs SPY
+108.1%
-184.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.1% |
| 7D | +7.8% | -2.0% | +9.7% | +11.2% |
| 30D | -0.6% | -1.7% | +1.1% | +2.0% |
| 3M | +21.5% | +4.7% | +16.8% | +12.8% |
| 6M | +39.9% | +12.5% | +27.4% | +15.0% |
| YTD | -10.0% | +11.7% | -21.7% | -25.1% |
| 1Y | -30.8% | +17.5% | -48.3% | -46.6% |
| 3Y | -55.8% | +76.6% | -132.4% | -82.4% |
| 5Y | -63.7% | +82.0% | -145.7% | -86.3% |
| All | -76.9% | +108.1% | -184.9% | -92.0% |
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