+231.7%
AAUC vs SPY
+42.4%
+189.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | -3.3% | -0.8% | -2.5% | -2.7% |
| 30D | +1.4% | -1.1% | +2.5% | +2.4% |
| 3M | -9.2% | +3.9% | -13.0% | -11.2% |
| 6M | -27.8% | +13.6% | -41.4% | -33.4% |
| YTD | -0.2% | +12.7% | -12.8% | -7.5% |
| 1Y | +46.9% | +17.5% | +29.4% | +32.8% |
| All | +231.7% | +42.4% | +189.4% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling