-27.4%
AAP vs SPY
+21.3%
-48.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.5% |
| 7D | -2.2% | +0.3% | -2.4% | -2.5% |
| 30D | -27.4% | +0.2% | -27.6% | -27.4% |
| 3M | -24.9% | +2.8% | -27.6% | -26.9% |
| 6M | -17.0% | +14.3% | -31.2% | -30.2% |
| YTD | +10.3% | +14.0% | -3.6% | -7.4% |
| All | -27.4% | +21.3% | -48.8% | -45.5% |
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