+87.5%
AAT vs SPY
+686.9%
-599.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -3.0% | +0.1% | -3.0% | -3.0% |
| 3M | -6.2% | +2.0% | -8.2% | -8.2% |
| 6M | +16.1% | +13.0% | +3.1% | +3.4% |
| YTD | +22.1% | +13.5% | +8.5% | +8.0% |
| 1Y | +14.2% | +20.0% | -5.8% | -4.1% |
| 3Y | +25.1% | +77.2% | -52.1% | -27.3% |
| 5Y | -26.0% | +81.9% | -107.9% | -58.5% |
| 10Y | -24.0% | +314.1% | -338.1% | -79.3% |
| All | +87.5% | +686.9% | -599.4% | -71.8% |
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