-13.0%
AAP vs SPY
+78.0%
-91.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +8.6% | -3.3% | +11.9% | +12.3% |
| 3M | -20.0% | -2.4% | -17.6% | -17.9% |
| 6M | -17.3% | +2.6% | -19.9% | -19.3% |
| YTD | +19.4% | +11.2% | +8.1% | +7.4% |
| 1Y | -3.6% | +13.4% | -17.0% | -14.8% |
| 3Y | -13.0% | +79.9% | -92.9% | -59.2% |
| All | -13.0% | +78.0% | -91.0% | -59.2% |
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