-27.4%
AAT vs SPY
+81.8%
-109.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | -2.9% | -0.9% | -2.0% | -2.2% |
| 3M | -7.8% | +3.9% | -11.6% | -10.7% |
| 6M | +17.8% | +14.5% | +3.3% | +5.4% |
| YTD | +20.9% | +12.9% | +8.0% | +9.3% |
| 1Y | +12.2% | +19.4% | -7.1% | -3.2% |
| 3Y | +28.2% | +78.5% | -50.2% | -21.3% |
| 5Y | -27.4% | +81.8% | -109.2% | -56.2% |
| All | -27.4% | +81.8% | -109.2% | -56.2% |
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 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