+112.5%
ASEA vs SPY
+311.8%
-199.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | -3.9% | -2.4% | -1.5% | -2.6% |
| 3M | -9.2% | -1.2% | -8.1% | -8.7% |
| 6M | +0.5% | +3.3% | -2.8% | -1.6% |
| YTD | +8.5% | +12.3% | -3.8% | +0.9% |
| 1Y | +12.0% | +12.4% | -0.4% | +4.0% |
| 3Y | +52.1% | +78.8% | -26.7% | +5.2% |
| 5Y | +54.7% | +75.2% | -20.5% | +7.2% |
| 10Y | +112.5% | +311.1% | -198.6% | -15.3% |
| All | +112.5% | +311.8% | -199.3% | -15.3% |
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 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