-57.2%
ASLE vs SPY
+82.0%
-139.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -9.9% | +0.1% | -10.0% | -10.0% |
| 3M | -8.7% | +2.0% | -10.7% | -10.7% |
| 6M | -23.4% | +13.0% | -36.4% | -32.3% |
| YTD | -18.4% | +13.5% | -32.0% | -28.2% |
| 1Y | -32.5% | +20.0% | -52.4% | -43.8% |
| 3Y | -60.7% | +77.2% | -137.9% | -78.1% |
| All | -57.2% | +82.0% | -139.3% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling