-78.4%
ASLE vs SPY
+67.0%
-145.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | +1.4% |
| 7D | +2.8% | -4.7% | +7.5% | +7.7% |
| 30D | -3.0% | -5.9% | +2.9% | +2.8% |
| 3M | -25.2% | -4.5% | -20.6% | -21.8% |
| 6M | -32.9% | +1.8% | -34.7% | -34.6% |
| YTD | -32.2% | +8.3% | -40.5% | -37.9% |
| 1Y | -33.5% | +9.3% | -42.9% | -39.7% |
| 3Y | -70.3% | +74.9% | -145.2% | -83.6% |
| 5Y | -78.4% | +67.3% | -145.7% | -86.8% |
| All | -78.4% | +67.0% | -145.4% | -86.8% |
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