+13.8%
ANEL vs SPY
+18.9%
-5.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -1.7% |
| 7D | -2.7% | -2.0% | -0.7% | +5.7% |
| 30D | -11.4% | -1.7% | -9.7% | -4.8% |
| 3M | +37.3% | +4.7% | +32.6% | +18.0% |
| 6M | +42.5% | +12.5% | +30.0% | -8.5% |
| YTD | +48.5% | +11.7% | +36.8% | 0.0% |
| 1Y | +0.3% | +17.5% | -17.2% | -43.0% |
| All | +13.8% | +18.9% | -5.1% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling