+68.6%
ABEQ vs SPY
+151.7%
-83.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | -0.4% | -1.4% | +1.0% | +0.3% |
| 3M | +5.0% | +3.7% | +1.3% | +2.8% |
| 6M | +0.2% | +13.0% | -12.8% | -6.3% |
| YTD | +8.6% | +12.4% | -3.8% | +1.8% |
| 1Y | +10.0% | +18.5% | -8.6% | 0.0% |
| 3Y | +45.2% | +77.6% | -32.5% | +3.9% |
| 5Y | +51.5% | +81.7% | -30.2% | +5.7% |
| All | +68.6% | +151.7% | -83.2% | -8.6% |
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