-86.0%
SPXU vs ACM
+2.7%
-88.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | -1.7% |
| 7D | +1.3% | -3.7% | +4.9% | -2.4% |
| 30D | +5.1% | -12.7% | +17.8% | -8.6% |
| 3M | -9.1% | -9.8% | +0.7% | -17.9% |
| 6M | -29.6% | -31.4% | +1.8% | -53.2% |
| YTD | -27.7% | -32.1% | +4.4% | -51.8% |
| 1Y | -37.0% | -47.8% | +10.8% | -69.9% |
| 3Y | -80.2% | -22.1% | -58.1% | -80.2% |
| 5Y | -86.0% | +1.8% | -87.8% | -74.2% |
| All | -86.0% | +2.7% | -88.8% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling