-13.5%
AOS vs SPY
+72.1%
-85.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -0.5% | +2.6% | -3.1% | -2.5% |
| 30D | +11.8% | -2.0% | +13.7% | +13.3% |
| 3M | +3.4% | -2.8% | +6.2% | +5.6% |
| 6M | +14.1% | +2.1% | +12.0% | +11.9% |
| YTD | -1.7% | +11.5% | -13.2% | -10.5% |
| 1Y | -0.6% | +13.5% | -14.0% | -10.7% |
| 3Y | -7.1% | +77.7% | -84.8% | -44.9% |
| All | -13.5% | +72.1% | -85.6% | -48.4% |
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