-89.7%
ALDX vs SPY
+311.8%
-401.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +1.7% |
| 7D | +0.6% | -0.9% | +1.5% | +1.8% |
| 30D | -28.1% | -2.4% | -25.8% | -25.3% |
| 3M | -56.9% | -1.2% | -55.7% | -56.2% |
| 6M | -63.0% | +3.3% | -66.3% | -64.6% |
| YTD | -87.4% | +12.3% | -99.7% | -89.4% |
| 1Y | -87.6% | +12.4% | -100.0% | -89.5% |
| 3Y | -71.5% | +78.8% | -150.3% | -85.3% |
| 5Y | -92.7% | +75.2% | -167.9% | -96.3% |
| 10Y | -89.7% | +311.1% | -400.8% | -97.3% |
| All | -89.7% | +311.8% | -401.5% | -97.3% |
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 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