-18.0%
AA vs SPXU
-83.8%
+65.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -0.9% |
| 7D | +5.3% | -9.4% | +14.6% | +0.3% |
| 30D | -2.3% | +7.4% | -9.7% | +3.0% |
| 3M | -20.8% | +6.2% | -27.0% | -16.8% |
| 6M | -39.8% | -7.2% | -32.6% | -40.0% |
| YTD | -23.3% | -26.8% | +3.5% | -31.2% |
| 1Y | +1.8% | -26.3% | +28.1% | -7.4% |
| 3Y | +69.5% | -80.6% | +150.2% | -7.3% |
| 5Y | -18.0% | -83.6% | +65.6% | -49.6% |
| All | -18.0% | -83.8% | +65.8% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling