-76.0%
AAP vs SPY
+81.8%
-157.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.1% |
| 7D | -0.5% | +0.5% | -1.0% | -1.0% |
| 30D | -26.4% | -0.9% | -25.4% | -25.5% |
| 3M | -26.8% | +3.9% | -30.6% | -29.2% |
| 6M | -14.7% | +14.5% | -29.2% | -24.8% |
| YTD | +9.9% | +12.9% | -3.0% | -1.8% |
| 1Y | -28.8% | +19.4% | -48.2% | -39.5% |
| 3Y | -30.0% | +78.5% | -108.5% | -59.0% |
| 5Y | -76.0% | +81.8% | -157.8% | -86.2% |
| All | -76.0% | +81.8% | -157.8% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling