+311.5%
SPY vs ACM
+128.0%
+183.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | -0.9% | -12.9% | +12.0% | +3.4% |
| 3M | +3.9% | -6.4% | +10.3% | +5.3% |
| 6M | +14.5% | -29.2% | +43.7% | +27.8% |
| YTD | +12.9% | -29.9% | +42.9% | +25.6% |
| 1Y | +19.4% | -47.3% | +66.6% | +46.9% |
| 3Y | +78.5% | -19.6% | +98.1% | +84.6% |
| 5Y | +81.8% | +5.5% | +76.2% | +68.4% |
| 10Y | +311.5% | +129.7% | +181.8% | +186.1% |
| All | +311.5% | +128.0% | +183.6% | +186.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling