-67.0%
AEVA vs SPY
+175.1%
-242.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.4% |
| 7D | +9.9% | +0.5% | +9.4% | +9.0% |
| 30D | -39.0% | -0.9% | -38.0% | -38.1% |
| 3M | -29.6% | +3.9% | -33.5% | -32.0% |
| 6M | +14.7% | +14.5% | +0.2% | -1.0% |
| YTD | +22.4% | +12.9% | +9.4% | +8.1% |
| 1Y | +17.5% | +19.4% | -1.9% | -2.0% |
| 3Y | +246.9% | +78.5% | +168.4% | +98.2% |
| 5Y | -67.7% | +81.8% | -149.5% | -81.8% |
| All | -67.0% | +175.1% | -242.1% | -82.3% |
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