+39.2%
AOUT vs SPY
+20.8%
+18.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.7% | -0.4% | +45.0% | +45.1% |
| 7D | +39.5% | +0.1% | +39.4% | +39.0% |
| 30D | +15.2% | +0.1% | +15.1% | +15.0% |
| 3M | +45.7% | +2.0% | +43.7% | +41.5% |
| 6M | +61.6% | +13.0% | +48.6% | +35.2% |
| YTD | +87.3% | +13.5% | +73.8% | +56.7% |
| 1Y | +39.2% | +20.0% | +19.3% | -5.4% |
| All | +39.2% | +20.8% | +18.4% | -5.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling