-15.8%
AAT vs SPY
+304.1%
-319.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | +0.1% | -3.7% | +3.8% | +3.4% |
| 3M | -2.9% | -2.7% | -0.2% | -0.7% |
| 6M | +5.5% | +2.2% | +3.4% | +2.7% |
| YTD | +19.3% | +10.8% | +8.5% | +7.3% |
| 1Y | +19.8% | +11.2% | +8.6% | +7.3% |
| 3Y | +40.9% | +76.5% | -35.6% | -20.1% |
| 5Y | -27.3% | +72.9% | -100.3% | -58.2% |
| 10Y | -15.8% | +304.8% | -320.6% | -76.9% |
| All | -15.8% | +304.1% | -319.9% | -76.9% |
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