+12.4%
AA vs SPXU
-85.9%
+98.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.2% |
| 7D | -0.6% | +1.3% | -1.9% | +0.1% |
| 30D | -1.6% | +5.1% | -6.7% | +1.2% |
| 3M | -29.8% | -9.1% | -20.7% | -32.4% |
| 6M | -16.6% | -29.6% | +13.0% | -28.6% |
| YTD | -4.0% | -27.7% | +23.6% | -15.8% |
| 1Y | +63.5% | -37.0% | +100.5% | +36.2% |
| 3Y | +86.8% | -80.2% | +166.9% | +3.3% |
| 5Y | +12.4% | -86.0% | +98.4% | -35.6% |
| All | +12.4% | -85.9% | +98.2% | -35.6% |
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