+132.1%
ASEA vs SPY
+658.4%
-526.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +4.2% | +0.1% | +4.2% | +4.2% |
| 3M | +11.9% | +2.0% | +9.9% | +10.2% |
| 6M | +14.9% | +13.0% | +1.9% | +5.5% |
| YTD | +22.2% | +13.5% | +8.6% | +11.8% |
| 1Y | +33.3% | +20.0% | +13.3% | +17.3% |
| 3Y | +63.6% | +77.2% | -13.6% | +8.3% |
| 5Y | +81.4% | +81.9% | -0.5% | +15.6% |
| 10Y | +117.0% | +314.1% | -197.1% | -30.9% |
| All | +132.1% | +658.4% | -526.3% | -57.4% |
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 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