+260.0%
AA vs SPG
+5,256.9%
-4,996.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -0.7% | -2.4% | +1.7% | +0.5% |
| 30D | +5.0% | -6.8% | +11.8% | +8.8% |
| 3M | -35.8% | +2.7% | -38.5% | -37.1% |
| 6M | -18.4% | +5.5% | -23.8% | -21.4% |
| YTD | -5.5% | +15.7% | -21.2% | -13.7% |
| 1Y | +61.0% | +20.9% | +40.1% | +43.2% |
| 3Y | +66.2% | +112.4% | -46.2% | +11.2% |
| 5Y | +11.4% | +101.4% | -90.0% | -23.7% |
| 10Y | +116.9% | +60.6% | +56.2% | +48.9% |
| All | +260.0% | +5,256.9% | -4,996.9% | -31.6% |
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