+57.4%
AA vs SPXU
-34.8%
+92.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -3.7% |
| 7D | -5.4% | +6.4% | -11.7% | -1.9% |
| 30D | -10.7% | +5.9% | -16.6% | -7.5% |
| 3M | -26.2% | -11.7% | -14.5% | -30.7% |
| 6M | -20.9% | -28.7% | +7.7% | -31.8% |
| YTD | -8.6% | -26.4% | +17.7% | -18.4% |
| 1Y | +57.4% | -35.2% | +92.6% | +32.5% |
| All | +57.4% | -34.8% | +92.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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