-88.4%
ALEC vs SPY
+72.1%
-160.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.3% |
| 7D | +10.9% | +2.6% | +8.3% | +6.5% |
| 30D | +35.1% | -2.0% | +37.1% | +40.7% |
| 3M | +24.5% | -2.8% | +27.3% | +31.2% |
| 6M | +18.1% | +2.1% | +16.0% | +14.7% |
| YTD | +62.8% | +11.5% | +51.3% | +37.2% |
| 1Y | +111.7% | +13.5% | +98.2% | +73.2% |
| 3Y | -32.6% | +77.7% | -110.3% | -72.1% |
| All | -88.4% | +72.1% | -160.5% | -94.8% |
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