-48.9%
ASLE vs SPY
+208.0%
-257.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.1% |
| 7D | +8.5% | -0.7% | +9.2% | +8.9% |
| 30D | +0.4% | -1.0% | +1.4% | +0.9% |
| 3M | -23.7% | -0.3% | -23.3% | -23.6% |
| 6M | -26.8% | +7.3% | -34.1% | -29.8% |
| YTD | -30.1% | +13.3% | -43.4% | -34.8% |
| 1Y | -31.4% | +14.8% | -46.2% | -36.5% |
| 3Y | -69.4% | +82.9% | -152.3% | -77.4% |
| 5Y | -78.0% | +75.6% | -153.6% | -83.9% |
| All | -48.9% | +208.0% | -257.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling