+68.9%
ABEQ vs SPY
+152.4%
-83.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.1% |
| 30D | 0.0% | -1.1% | +1.1% | +0.6% |
| 3M | +5.3% | +3.9% | +1.4% | +3.1% |
| 6M | +0.9% | +13.6% | -12.7% | -5.9% |
| YTD | +8.8% | +12.7% | -3.8% | +1.8% |
| 1Y | +9.2% | +17.5% | -8.3% | -0.2% |
| 3Y | +44.9% | +76.9% | -32.0% | +4.0% |
| 5Y | +53.1% | +83.6% | -30.4% | +6.1% |
| All | +68.9% | +152.4% | -83.4% | -8.5% |
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 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