+202.0%
AA vs SPG
+5,923.7%
-5,721.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +4.7% |
| 7D | +4.8% | +5.1% | -0.3% | +2.2% |
| 30D | -0.6% | +16.8% | -17.5% | -8.4% |
| 3M | -16.3% | +5.7% | -21.9% | -18.8% |
| 6M | -33.4% | +17.8% | -51.2% | -39.4% |
| YTD | -20.7% | +30.1% | -50.8% | -32.0% |
| 1Y | +12.9% | +32.8% | -19.9% | -4.2% |
| 3Y | +75.7% | +137.2% | -61.5% | +10.7% |
| 5Y | -6.8% | +81.5% | -88.3% | -32.9% |
| 10Y | +53.6% | +116.5% | -62.9% | -8.9% |
| All | +202.0% | +5,923.7% | -5,721.7% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling