-12.8%
ALEC vs SPY
+20.8%
-33.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.3% |
| 7D | +5.1% | +0.1% | +5.0% | +4.8% |
| 30D | +65.1% | +0.1% | +65.0% | +64.2% |
| 3M | +35.9% | +2.0% | +33.9% | +30.1% |
| 6M | +14.4% | +13.0% | +1.4% | -11.4% |
| YTD | +57.7% | +13.5% | +44.1% | +20.5% |
| 1Y | -12.8% | +20.0% | -32.7% | -42.9% |
| All | -12.8% | +20.8% | -33.6% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling