-81.3%
ABEO vs SPY
+81.8%
-163.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | -2.2% | +0.5% | -2.7% | -2.7% |
| 30D | -19.2% | -0.9% | -18.3% | -18.6% |
| 3M | +8.7% | +3.9% | +4.9% | +4.9% |
| 6M | +20.6% | +14.5% | +6.1% | +7.0% |
| YTD | +11.0% | +12.9% | -1.9% | -0.4% |
| 1Y | -12.7% | +19.4% | -32.0% | -25.0% |
| 3Y | +43.7% | +78.5% | -34.7% | -16.3% |
| 5Y | -81.3% | +81.8% | -163.0% | -88.0% |
| All | -81.3% | +81.8% | -163.0% | -88.0% |
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