+103.5%
ASEA vs SPY
+625.8%
-522.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -3.0% | -2.7% | -0.3% | -1.3% |
| 30D | -7.4% | -5.4% | -2.0% | -3.9% |
| 3M | -9.4% | -4.1% | -5.3% | -6.9% |
| 6M | -1.1% | +0.7% | -1.8% | -1.8% |
| YTD | +7.1% | +8.7% | -1.5% | +0.9% |
| 1Y | +12.0% | +10.9% | +1.2% | +4.0% |
| 3Y | +46.4% | +75.0% | -28.6% | -2.4% |
| 5Y | +53.7% | +67.8% | -14.1% | +3.9% |
| 10Y | +99.7% | +312.9% | -213.2% | -36.8% |
| All | +103.5% | +625.8% | -522.3% | -61.5% |
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