+300.6%
AAP vs SPY
+938.8%
-638.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +8.6% | -3.3% | +11.9% | +11.6% |
| 3M | -20.0% | -2.4% | -17.6% | -18.3% |
| 6M | -17.3% | +2.6% | -19.9% | -19.0% |
| YTD | +19.4% | +11.2% | +8.1% | +9.8% |
| 1Y | -3.6% | +13.4% | -17.0% | -12.7% |
| 3Y | -13.0% | +79.9% | -92.9% | -45.5% |
| 5Y | -77.7% | +72.2% | -149.9% | -85.5% |
| 10Y | -62.1% | +307.3% | -369.4% | -87.4% |
| All | +300.6% | +938.8% | -638.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling