-67.6%
AEVA vs SPY
+82.3%
-149.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +1.6% |
| 7D | -1.1% | -0.8% | -0.3% | +0.8% |
| 30D | -38.3% | -1.1% | -37.3% | -36.6% |
| 3M | -34.0% | +3.9% | -37.8% | -37.8% |
| 6M | -7.1% | +13.6% | -20.7% | -26.8% |
| YTD | +16.9% | +12.7% | +4.2% | -5.6% |
| 1Y | -2.1% | +17.5% | -19.6% | -26.7% |
| 3Y | +237.4% | +76.9% | +160.5% | +14.7% |
| All | -67.6% | +82.3% | -149.9% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling