-100.0%
ABEO vs SPY
+3,015.5%
-3,115.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.1% |
| 7D | -42.2% | -0.6% | -41.6% | -42.5% |
| 30D | -50.3% | -3.7% | -46.6% | -49.5% |
| 3M | -67.0% | -2.7% | -64.3% | -66.7% |
| 6M | -58.4% | +2.2% | -60.6% | -59.2% |
| YTD | -53.4% | +10.8% | -64.2% | -56.3% |
| 1Y | -42.0% | +11.2% | -53.2% | -45.6% |
| 3Y | -40.0% | +76.5% | -116.5% | -57.5% |
| 5Y | -89.6% | +72.9% | -162.5% | -92.4% |
| 10Y | -98.4% | +304.8% | -403.2% | -99.2% |
| All | -100.0% | +3,015.5% | -3,115.5% | -100.0% |
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 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