-33.3%
AEVA vs SPY
+9.8%
-43.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | +13.3% |
| 7D | -7.5% | -4.7% | -2.8% | +10.1% |
| 30D | -36.9% | -5.9% | -31.0% | -20.2% |
| 3M | -53.1% | -4.5% | -48.6% | -44.0% |
| 6M | -39.7% | +1.8% | -41.5% | -41.1% |
| YTD | -30.8% | +8.3% | -39.1% | -45.1% |
| 1Y | -33.3% | +9.3% | -42.7% | -48.4% |
| All | -33.3% | +9.8% | -43.1% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling