+65.8%
AAUC vs SPY
+20.8%
+44.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +20.0% | +0.1% | +20.0% | +20.2% |
| 3M | -10.4% | +2.0% | -12.4% | -12.3% |
| 6M | -24.9% | +13.0% | -37.9% | -31.6% |
| YTD | +3.2% | +13.5% | -10.3% | -7.2% |
| 1Y | +65.8% | +20.0% | +45.8% | +37.9% |
| All | +65.8% | +20.8% | +44.9% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling