+106.0%
ASEA vs SPY
+304.1%
-198.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | -3.7% | -3.7% | 0.0% | -1.5% |
| 3M | -8.9% | -2.7% | -6.1% | -7.4% |
| 6M | +0.7% | +2.2% | -1.5% | -0.8% |
| YTD | +8.6% | +10.8% | -2.2% | +1.8% |
| 1Y | +13.1% | +11.2% | +1.8% | +5.7% |
| 3Y | +52.4% | +76.5% | -24.1% | +6.2% |
| 5Y | +55.6% | +72.9% | -17.4% | +8.6% |
| 10Y | +106.0% | +304.8% | -198.8% | -19.2% |
| All | +106.0% | +304.1% | -198.1% | -19.2% |
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