-92.9%
ALDX vs SPY
+74.0%
-166.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | +2.3% | +3.3% | -1.0% | -1.7% |
| 30D | -30.0% | -2.7% | -27.3% | -27.3% |
| 3M | -58.6% | -1.7% | -56.8% | -57.7% |
| 6M | -63.2% | +3.1% | -66.2% | -64.4% |
| YTD | -87.8% | +11.9% | -99.7% | -89.4% |
| 1Y | -88.1% | +12.0% | -100.1% | -89.7% |
| 3Y | -72.4% | +78.2% | -150.6% | -83.4% |
| 5Y | -92.9% | +73.2% | -166.1% | -95.4% |
| All | -92.9% | +74.0% | -166.9% | -95.4% |
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 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