-67.5%
AAP vs SPY
+318.9%
-386.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +3.3% |
| 30D | -18.2% | -1.7% | -16.6% | -16.7% |
| 3M | -26.7% | +4.7% | -31.4% | -29.6% |
| 6M | -14.4% | +12.5% | -26.9% | -23.1% |
| YTD | +11.9% | +11.7% | +0.1% | +1.3% |
| 1Y | -25.3% | +17.5% | -42.8% | -35.3% |
| 3Y | -28.8% | +76.6% | -105.4% | -57.6% |
| 5Y | -75.6% | +82.0% | -157.6% | -85.9% |
| All | -67.5% | +318.9% | -386.4% | -91.5% |
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 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