+106.1%
ASEA vs SPY
+650.0%
-544.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | -3.9% | -2.4% | -1.5% | -2.4% |
| 3M | -9.2% | -1.2% | -8.1% | -8.6% |
| 6M | +0.5% | +3.3% | -2.8% | -1.9% |
| YTD | +8.5% | +12.3% | -3.8% | -0.1% |
| 1Y | +12.0% | +12.4% | -0.4% | +3.0% |
| 3Y | +52.1% | +78.8% | -26.7% | 0.0% |
| 5Y | +54.7% | +75.2% | -20.5% | +1.4% |
| 10Y | +112.5% | +311.1% | -198.6% | -32.1% |
| All | +106.1% | +650.0% | -544.0% | -61.9% |
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 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