+76.7%
AA vs SPXU
-100.0%
+176.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.1% |
| 7D | +0.5% | -7.6% | +8.1% | -3.2% |
| 30D | -0.6% | +5.3% | -5.9% | +3.5% |
| 3M | -19.7% | +9.6% | -29.3% | -14.1% |
| 6M | -41.6% | -4.5% | -37.0% | -40.8% |
| YTD | -24.6% | -25.9% | +1.2% | -31.8% |
| 1Y | +4.9% | -28.9% | +33.7% | -6.4% |
| 3Y | +66.8% | -80.5% | +147.3% | -7.8% |
| 5Y | -19.4% | -83.4% | +64.0% | -46.4% |
| 10Y | +43.1% | -99.5% | +142.6% | -70.9% |
| All | +76.7% | -100.0% | +176.7% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling