-3.5%
AA vs SPYG
+533.7%
-537.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.1% |
| 7D | +5.3% | +4.2% | +1.1% | +0.5% |
| 30D | -2.3% | -7.4% | +5.2% | +6.9% |
| 3M | -20.8% | -5.3% | -15.5% | -15.8% |
| 6M | -39.8% | -1.2% | -38.6% | -39.0% |
| YTD | -23.3% | +9.0% | -32.3% | -30.8% |
| 1Y | +1.8% | +8.8% | -7.0% | -7.6% |
| 3Y | +69.5% | +92.8% | -23.2% | -19.8% |
| 5Y | -18.0% | +69.3% | -87.3% | -54.8% |
| 10Y | +45.7% | +398.4% | -352.8% | -76.3% |
| All | -3.5% | +533.7% | -537.2% | -92.2% |
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 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