+265.0%
AAAU vs SPY
+205.7%
+59.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.5% | -1.1% | -0.5% | -1.4% |
| 3M | +3.3% | +3.9% | -0.6% | +2.9% |
| 6M | -16.2% | +13.6% | -29.8% | -17.2% |
| YTD | +0.7% | +12.7% | -12.0% | -0.4% |
| 1Y | +19.3% | +17.5% | +1.8% | +17.6% |
| 3Y | +124.8% | +76.9% | +47.9% | +114.4% |
| 5Y | +140.9% | +83.6% | +57.3% | +127.9% |
| All | +265.0% | +205.7% | +59.3% | +227.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling