-19.2%
AAT vs SPY
+307.0%
-326.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +0.8% | +2.6% | -1.8% | -1.6% |
| 30D | +2.4% | -2.0% | +4.3% | +4.0% |
| 3M | -4.0% | -2.8% | -1.2% | -1.8% |
| 6M | +7.8% | +2.1% | +5.6% | +4.9% |
| YTD | +20.2% | +11.5% | +8.7% | +7.5% |
| 1Y | +20.8% | +13.5% | +7.4% | +6.2% |
| 3Y | +41.3% | +77.7% | -36.4% | -20.4% |
| 5Y | -25.4% | +72.6% | -98.0% | -57.0% |
| All | -19.2% | +307.0% | -326.3% | -78.5% |
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 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