+54.7%
ASEA vs SPY
+74.6%
-19.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -3.9% | -2.4% | -1.5% | -2.8% |
| 3M | -9.2% | -1.2% | -8.1% | -8.8% |
| 6M | +0.5% | +3.3% | -2.8% | -1.2% |
| YTD | +8.5% | +12.3% | -3.8% | +2.2% |
| 1Y | +12.0% | +12.4% | -0.4% | +5.4% |
| 3Y | +52.1% | +78.8% | -26.7% | +14.5% |
| 5Y | +54.7% | +75.2% | -20.5% | +15.9% |
| All | +54.7% | +74.6% | -19.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling