+28.7%
ASCE vs SPY
+19.6%
+9.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | +1.2% |
| 7D | -3.9% | -4.7% | +0.9% | +1.7% |
| 30D | -5.1% | -5.9% | +0.8% | +1.9% |
| 3M | -9.8% | -4.5% | -5.2% | -4.8% |
| 6M | -1.3% | +1.8% | -3.1% | -4.1% |
| YTD | +18.5% | +8.3% | +10.2% | +6.4% |
| 1Y | +21.3% | +9.3% | +12.0% | +7.6% |
| All | +28.7% | +19.6% | +9.2% | +1.1% |
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