-90.8%
ALEC vs SPY
+67.4%
-158.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.1% |
| 7D | +3.6% | -2.7% | +6.3% | +8.9% |
| 30D | +19.3% | -5.4% | +24.7% | +31.4% |
| 3M | +25.1% | -4.1% | +29.2% | +34.3% |
| 6M | -10.9% | +0.7% | -11.6% | -11.8% |
| YTD | +46.8% | +8.7% | +38.1% | +28.8% |
| 1Y | +76.2% | +10.9% | +65.3% | +49.9% |
| 3Y | -58.1% | +75.0% | -133.1% | -82.2% |
| All | -90.8% | +67.4% | -158.2% | -95.7% |
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