+177.2%
SPY vs ACI
+21.8%
+155.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.3% |
| 7D | +0.5% | -2.6% | +3.1% | +0.7% |
| 30D | -0.9% | +1.1% | -2.0% | -1.0% |
| 3M | +3.9% | -23.6% | +27.5% | +5.7% |
| 6M | +14.5% | -29.9% | +44.5% | +17.2% |
| YTD | +12.9% | -26.9% | +39.8% | +15.0% |
| 1Y | +19.4% | -34.2% | +53.6% | +22.6% |
| 3Y | +78.5% | -43.6% | +122.1% | +85.4% |
| 5Y | +81.8% | -42.4% | +124.1% | +86.3% |
| All | +177.2% | +21.8% | +155.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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