+117.1%
AA vs SPYG
+420.3%
-303.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -3.8% |
| 7D | -5.4% | -1.8% | -3.6% | -3.3% |
| 30D | -10.7% | -1.9% | -8.8% | -8.6% |
| 3M | -26.2% | +5.2% | -31.3% | -30.7% |
| 6M | -20.9% | +15.6% | -36.5% | -33.5% |
| YTD | -8.6% | +12.4% | -21.0% | -20.6% |
| 1Y | +57.4% | +17.5% | +39.9% | +30.8% |
| 3Y | +77.8% | +98.1% | -20.3% | -19.6% |
| 5Y | +2.7% | +84.9% | -82.2% | -50.1% |
| All | +117.1% | +420.3% | -303.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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