-98.3%
ABEO vs SPY
+315.0%
-413.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -39.1% | +2.4% | -41.5% | -41.6% |
| 7D | -40.2% | +0.1% | -40.3% | -41.2% |
| 30D | -48.6% | -3.3% | -45.3% | -47.4% |
| 3M | -64.9% | -2.4% | -62.5% | -64.5% |
| 6M | -56.9% | +2.6% | -59.5% | -58.7% |
| YTD | -51.8% | +11.2% | -63.0% | -57.6% |
| 1Y | -39.5% | +13.4% | -52.9% | -47.7% |
| 3Y | -35.5% | +79.9% | -115.4% | -67.9% |
| 5Y | -89.5% | +72.2% | -161.7% | -94.4% |
| 10Y | -98.3% | +307.3% | -405.7% | -99.7% |
| All | -98.3% | +315.0% | -413.4% | -99.7% |
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