-100.0%
ABEO vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -11.8% | +0.1% | -11.8% | -11.9% |
| 3M | +3.1% | +2.0% | +1.1% | +1.9% |
| 6M | +20.7% | +13.0% | +7.7% | +12.5% |
| YTD | +13.9% | +13.5% | +0.3% | +5.8% |
| 1Y | -12.5% | +20.0% | -32.5% | -21.1% |
| 3Y | +43.2% | +77.2% | -34.0% | +1.8% |
| 5Y | -82.2% | +81.9% | -164.1% | -87.4% |
| 10Y | -94.6% | +314.1% | -408.7% | -97.4% |
| All | -100.0% | +3,091.8% | -3,191.8% | -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