+18.9%
AA vs SPYG
+564.9%
-545.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -1.2% |
| 30D | +5.0% | -0.4% | +5.4% | +5.5% |
| 3M | -35.8% | +0.5% | -36.4% | -36.2% |
| 6M | -18.4% | +17.5% | -35.9% | -32.5% |
| YTD | -5.5% | +14.3% | -19.8% | -19.2% |
| 1Y | +61.0% | +21.7% | +39.2% | +28.8% |
| 3Y | +66.2% | +98.6% | -32.4% | -23.8% |
| 5Y | +11.4% | +85.1% | -73.7% | -44.7% |
| 10Y | +116.9% | +412.0% | -295.2% | -65.7% |
| All | +18.9% | +564.9% | -545.9% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling