-25.2%
AALG vs SPY
+23.8%
-49.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +2.0% |
| 7D | -2.8% | -0.4% | -2.5% | -1.7% |
| 30D | -27.1% | -1.4% | -25.7% | -23.0% |
| 3M | -23.7% | +3.7% | -27.4% | -31.4% |
| 6M | +6.8% | +13.0% | -6.2% | -29.0% |
| YTD | -44.5% | +12.4% | -56.9% | -62.0% |
| 1Y | -26.7% | +18.5% | -45.2% | -59.5% |
| All | -25.2% | +23.8% | -49.0% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling