-61.3%
ASLE vs SPY
+78.4%
-139.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | +5.3% | -0.6% | +5.9% | +5.9% |
| 30D | +2.0% | -3.7% | +5.6% | +5.3% |
| 3M | -10.7% | -2.7% | -7.9% | -8.5% |
| 6M | -20.9% | +2.2% | -23.1% | -22.9% |
| YTD | -27.1% | +10.8% | -38.0% | -34.2% |
| 1Y | -15.6% | +11.2% | -26.9% | -24.1% |
| 3Y | -61.3% | +76.5% | -137.8% | -82.5% |
| All | -61.3% | +78.4% | -139.7% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling