-28.2%
AALG vs SPY
+18.1%
-46.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | +0.6% |
| 30D | -25.6% | -1.1% | -24.6% | -22.4% |
| 3M | -27.4% | +3.9% | -31.2% | -35.4% |
| 6M | +15.6% | +13.6% | +2.0% | -23.6% |
| YTD | -44.0% | +12.7% | -56.7% | -61.6% |
| 1Y | -28.2% | +17.5% | -45.7% | -57.0% |
| All | -28.2% | +18.1% | -46.3% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling