+1.4%
ANL vs SPY
+83.1%
-81.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | +1.3% | -0.8% | +2.1% | +2.0% |
| 30D | +16.2% | -1.1% | +17.3% | +17.3% |
| 3M | +49.1% | +3.9% | +45.3% | +44.6% |
| 6M | +72.4% | +13.6% | +58.8% | +57.4% |
| YTD | +971.1% | +12.7% | +958.5% | +879.3% |
| 1Y | +745.0% | +17.5% | +727.5% | +652.5% |
| All | +1.4% | +83.1% | -81.7% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling