+153.6%
AQN vs SPY
+806.2%
-652.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 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% | -11.3% |
| 6M | -13.6% | +13.6% | -27.2% | -20.9% |
| YTD | -11.8% | +12.7% | -24.5% | -18.8% |
| 1Y | -3.3% | +17.5% | -20.8% | -13.6% |
| 3Y | -14.6% | +76.9% | -91.5% | -42.5% |
| 5Y | -55.1% | +83.6% | -138.7% | -70.9% |
| 10Y | -4.9% | +320.7% | -325.6% | -64.0% |
| All | +153.6% | +806.2% | -652.6% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling