+41.6%
AA vs SPY
+307.0%
-265.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.2% |
| 7D | +0.5% | +2.6% | -2.1% | -3.3% |
| 30D | -0.6% | -2.0% | +1.4% | +2.7% |
| 3M | -19.7% | -2.8% | -16.9% | -15.9% |
| 6M | -41.6% | +2.1% | -43.7% | -43.2% |
| YTD | -24.6% | +11.5% | -36.1% | -36.2% |
| 1Y | +4.9% | +13.5% | -8.6% | -13.3% |
| 3Y | +66.8% | +77.7% | -10.9% | -29.2% |
| 5Y | -19.4% | +72.6% | -92.0% | -63.2% |
| All | +41.6% | +307.0% | -265.5% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling