-24.0%
AAT vs SPY
+318.9%
-342.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -1.7% |
| 30D | -2.7% | -1.7% | -1.1% | -1.2% |
| 3M | -11.4% | +4.7% | -16.1% | -15.4% |
| 6M | +15.6% | +12.5% | +3.1% | +3.0% |
| YTD | +18.4% | +11.7% | +6.7% | +6.0% |
| 1Y | +12.0% | +17.5% | -5.5% | -4.6% |
| 3Y | +25.6% | +76.6% | -51.0% | -28.4% |
| 5Y | -25.8% | +82.0% | -107.8% | -59.4% |
| All | -24.0% | +318.9% | -342.9% | -79.6% |
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