+57.2%
AA vs SPG
+124.5%
-67.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.4% |
| 7D | +0.9% | +4.9% | -4.0% | -1.9% |
| 30D | -6.7% | +15.6% | -22.3% | -14.5% |
| 3M | -16.3% | +4.1% | -20.4% | -18.4% |
| 6M | -37.1% | +13.6% | -50.7% | -42.7% |
| YTD | -25.0% | +27.5% | -52.6% | -38.1% |
| 1Y | +8.6% | +32.2% | -23.7% | -13.1% |
| 3Y | +57.2% | +126.0% | -68.8% | -32.9% |
| All | +57.2% | +124.5% | -67.3% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling