+120.9%
AOR vs SPY
+312.5%
-191.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -0.6% | -1.4% | +0.7% | +0.1% |
| 3M | +2.2% | +3.7% | -1.5% | +0.2% |
| 6M | +6.8% | +13.0% | -6.2% | -0.2% |
| YTD | +8.2% | +12.4% | -4.2% | +1.4% |
| 1Y | +12.5% | +18.5% | -6.1% | +2.3% |
| 3Y | +48.7% | +77.6% | -29.0% | +7.3% |
| 5Y | +37.6% | +81.7% | -44.1% | -2.9% |
| 10Y | +120.9% | +319.7% | -198.8% | -2.8% |
| All | +120.9% | +312.5% | -191.6% | -2.8% |
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 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