-68.5%
AEVA vs SPY
+174.5%
-243.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.4% |
| 7D | -1.1% | -0.8% | -0.3% | +0.1% |
| 30D | -38.3% | -1.1% | -37.3% | -37.3% |
| 3M | -34.0% | +3.9% | -37.8% | -36.1% |
| 6M | -7.1% | +13.6% | -20.7% | -18.9% |
| YTD | +16.9% | +12.7% | +4.2% | +3.7% |
| 1Y | -2.1% | +17.5% | -19.6% | -16.7% |
| 3Y | +237.4% | +76.9% | +160.5% | +94.8% |
| 5Y | -68.7% | +83.6% | -152.3% | -82.3% |
| All | -68.5% | +174.5% | -243.0% | -83.1% |
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