+29.6%
ASCE vs SPY
+19.9%
+9.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.3% |
| 7D | -1.3% | -2.7% | +1.4% | +1.8% |
| 30D | -2.7% | -5.4% | +2.7% | +3.8% |
| 3M | -7.6% | -4.1% | -3.5% | -3.1% |
| 6M | -1.8% | +0.7% | -2.5% | -3.1% |
| YTD | +19.3% | +8.7% | +10.6% | +6.7% |
| 1Y | +25.1% | +10.9% | +14.2% | +9.0% |
| All | +29.6% | +19.9% | +9.6% | +1.4% |
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 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