+61.0%
AA vs SPG
+21.3%
+39.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.3% |
| 7D | -0.7% | -2.4% | +1.7% | -1.2% |
| 30D | +5.0% | -6.8% | +11.8% | +3.6% |
| 3M | -35.8% | +2.7% | -38.5% | -35.5% |
| 6M | -18.4% | +5.5% | -23.8% | -19.4% |
| YTD | -5.5% | +15.7% | -21.2% | -4.7% |
| 1Y | +61.0% | +20.9% | +40.1% | +63.2% |
| All | +61.0% | +21.3% | +39.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling