-67.5%
ASLE vs SPY
+82.6%
-150.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | -0.5% |
| 7D | +8.5% | -0.7% | +9.2% | +9.1% |
| 30D | +0.4% | -1.0% | +1.4% | +1.2% |
| 3M | -23.7% | -0.3% | -23.3% | -23.6% |
| 6M | -26.8% | +7.3% | -34.1% | -32.0% |
| YTD | -30.1% | +13.3% | -43.4% | -38.3% |
| 1Y | -31.4% | +14.8% | -46.2% | -40.2% |
| All | -67.5% | +82.6% | -150.0% | -87.3% |
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