-52.8%
ASLE vs SPY
+195.4%
-248.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | -5.0% | -2.7% | -2.3% | -3.5% |
| 30D | -5.2% | -5.4% | +0.2% | -2.3% |
| 3M | -27.1% | -4.1% | -23.1% | -25.5% |
| 6M | -37.2% | +0.7% | -37.9% | -37.6% |
| YTD | -35.4% | +8.7% | -44.1% | -38.4% |
| 1Y | -34.3% | +10.9% | -45.2% | -38.0% |
| 3Y | -69.9% | +75.0% | -144.9% | -77.2% |
| 5Y | -79.4% | +67.8% | -147.2% | -84.6% |
| All | -52.8% | +195.4% | -248.2% | -65.9% |
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 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