-90.8%
ALEC vs SPY
+82.0%
-172.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | +5.1% | +0.1% | +5.0% | +4.8% |
| 30D | +65.1% | +0.1% | +65.0% | +64.3% |
| 3M | +35.9% | +2.0% | +33.9% | +31.2% |
| 6M | +14.4% | +13.0% | +1.4% | -6.6% |
| YTD | +57.7% | +13.5% | +44.1% | +28.3% |
| 1Y | -12.8% | +20.0% | -32.7% | -34.4% |
| 3Y | -55.8% | +77.2% | -133.0% | -81.6% |
| All | -90.8% | +82.0% | -172.8% | -96.2% |
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