+622.1%
ADEA vs SPY
+996.5%
-374.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +3.3% |
| 7D | +11.6% | +0.5% | +11.1% | +10.9% |
| 30D | -3.5% | -0.9% | -2.5% | -2.4% |
| 3M | -13.6% | +3.9% | -17.5% | -16.5% |
| 6M | +37.7% | +14.5% | +23.2% | +20.1% |
| YTD | +58.6% | +12.9% | +45.7% | +41.1% |
| 1Y | +78.8% | +19.4% | +59.4% | +50.5% |
| 3Y | +203.6% | +78.5% | +125.1% | +68.2% |
| 5Y | +241.2% | +81.8% | +159.4% | +83.6% |
| 10Y | +187.1% | +311.5% | -124.4% | -36.4% |
| All | +622.1% | +996.5% | -374.3% | -51.3% |
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