-99.8%
AQB vs SPY
+292.1%
-391.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +0.9% | +14.2% | +14.5% |
| 7D | +6.1% | -0.8% | +6.9% | +6.8% |
| 30D | -11.6% | -1.1% | -10.5% | -10.7% |
| 3M | +25.9% | +3.9% | +22.0% | +22.5% |
| 6M | +30.5% | +13.6% | +16.9% | +18.7% |
| YTD | +31.2% | +12.7% | +18.5% | +20.0% |
| 1Y | +6.1% | +17.5% | -11.4% | -5.8% |
| 3Y | -74.3% | +76.9% | -151.2% | -83.4% |
| 5Y | -98.6% | +83.6% | -182.2% | -99.1% |
| All | -99.8% | +292.1% | -391.8% | -99.8% |
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