+82.3%
SPYM vs ACI
-44.9%
+127.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | +0.6% | -2.6% | +3.1% | +0.8% |
| 30D | -0.9% | +1.1% | -2.0% | -1.0% |
| 3M | +3.9% | -23.6% | +27.6% | +6.0% |
| 6M | +14.5% | -29.9% | +44.5% | +17.7% |
| YTD | +13.0% | -26.9% | +39.9% | +15.4% |
| 1Y | +19.4% | -34.2% | +53.7% | +23.4% |
| 3Y | +78.9% | -43.6% | +122.5% | +87.8% |
| 5Y | +82.3% | -42.4% | +124.7% | +86.8% |
| All | +82.3% | -44.9% | +127.3% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling