+12.4%
AA vs SPYG
+83.9%
-71.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -0.6% | +0.3% | -1.0% | -1.0% |
| 30D | -1.6% | -1.7% | +0.1% | +0.3% |
| 3M | -29.8% | +3.6% | -33.5% | -32.7% |
| 6M | -16.6% | +16.6% | -33.2% | -30.0% |
| YTD | -4.0% | +13.4% | -17.4% | -16.7% |
| 1Y | +63.5% | +19.6% | +43.9% | +34.6% |
| 3Y | +86.8% | +99.8% | -13.0% | -11.7% |
| 5Y | +12.4% | +85.0% | -72.6% | -47.2% |
| All | +12.4% | +83.9% | -71.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling