-77.7%
AAP vs SPY
+71.5%
-149.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +8.6% | -3.3% | +11.9% | +12.1% |
| 3M | -20.0% | -2.4% | -17.6% | -18.0% |
| 6M | -17.3% | +2.6% | -19.9% | -19.3% |
| YTD | +19.4% | +11.2% | +8.1% | +8.1% |
| 1Y | -3.6% | +13.4% | -17.0% | -14.2% |
| 3Y | -13.0% | +79.9% | -92.9% | -49.5% |
| 5Y | -77.7% | +72.2% | -149.9% | -86.5% |
| All | -77.7% | +71.5% | -149.1% | -86.5% |
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 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