-99.5%
SPXU vs ACM
+134.0%
-233.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -1.4% |
| 7D | +2.5% | -4.6% | +7.1% | -2.2% |
| 30D | +4.2% | +4.1% | +0.1% | +9.0% |
| 3M | -9.3% | -8.3% | -1.0% | -16.7% |
| 6M | -30.7% | -30.1% | -0.6% | -51.8% |
| YTD | -28.1% | -32.6% | +4.5% | -51.4% |
| 1Y | -35.2% | -49.6% | +14.3% | -68.1% |
| 3Y | -79.9% | -23.0% | -56.9% | -81.4% |
| 5Y | -86.4% | +2.0% | -88.4% | -78.4% |
| All | -99.5% | +134.0% | -233.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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