+27.6%
AAA vs SPY
+144.2%
-116.6%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.2% | +3.3% | -3.5% | -0.2% |
| 30D | -0.2% | -2.7% | +2.5% | -0.1% |
| 3M | +0.5% | -1.7% | +2.3% | +0.6% |
| 6M | +1.8% | +3.1% | -1.3% | +1.8% |
| YTD | +3.1% | +11.9% | -8.8% | +3.0% |
| 1Y | +3.8% | +12.0% | -8.2% | +3.8% |
| 3Y | +17.2% | +78.2% | -61.0% | +17.1% |
| 5Y | +26.3% | +73.2% | -46.9% | +26.2% |
| All | +27.6% | +144.2% | -116.6% | +27.6% |
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