+27.7%
AAA vs SPY
+137.1%
-109.4%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.3% |
| 30D | +0.1% | -5.4% | +5.5% | +0.1% |
| 3M | +0.5% | -4.1% | +4.6% | +0.6% |
| 6M | +1.9% | +0.7% | +1.1% | +1.8% |
| YTD | +3.2% | +8.7% | -5.5% | +3.1% |
| 1Y | +4.1% | +10.9% | -6.8% | +4.0% |
| 3Y | +17.5% | +75.0% | -57.5% | +17.5% |
| 5Y | +26.3% | +67.8% | -41.5% | +26.2% |
| All | +27.7% | +137.1% | -109.4% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling