-55.3%
AQN vs SPY
+82.3%
-137.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.7% |
| 7D | -6.3% | -0.8% | -5.6% | -5.9% |
| 30D | -8.0% | -1.1% | -6.9% | -7.4% |
| 3M | -8.9% | +3.9% | -12.7% | -11.0% |
| 6M | -13.6% | +13.6% | -27.2% | -20.3% |
| YTD | -11.8% | +12.7% | -24.5% | -18.2% |
| 1Y | -3.3% | +17.5% | -20.8% | -12.8% |
| 3Y | -14.6% | +76.9% | -91.5% | -41.4% |
| All | -55.3% | +82.3% | -137.6% | -71.3% |
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