+8.0%
ANEL vs SPY
+18.1%
-10.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.9% | +10.4% | +7.7% |
| 7D | +5.7% | -0.8% | +6.5% | +9.4% |
| 30D | -12.2% | -1.1% | -11.1% | -7.9% |
| 3M | +44.6% | +3.9% | +40.7% | +28.2% |
| 6M | +61.6% | +13.6% | +48.0% | -0.1% |
| YTD | +65.2% | +12.7% | +52.5% | +7.7% |
| 1Y | +8.0% | +17.5% | -9.5% | -41.7% |
| All | +8.0% | +18.1% | -10.1% | -41.7% |
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 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