+27.4%
AAA vs SPY
+147.8%
-120.4%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +0.9% | +2.0% | -1.1% | +0.9% |
| 6M | +2.2% | +13.0% | -10.8% | +2.1% |
| YTD | +2.9% | +13.5% | -10.6% | +2.8% |
| 1Y | +4.5% | +20.0% | -15.5% | +4.4% |
| 3Y | +19.0% | +77.2% | -58.2% | +18.9% |
| 5Y | +26.4% | +81.9% | -55.5% | +26.2% |
| All | +27.4% | +147.8% | -120.4% | +27.4% |
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