-40.4%
ASLE vs SPY
+208.6%
-249.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -9.9% | +0.1% | -10.0% | -10.0% |
| 3M | -8.7% | +2.0% | -10.7% | -9.8% |
| 6M | -23.4% | +13.0% | -36.4% | -28.5% |
| YTD | -18.4% | +13.5% | -32.0% | -24.0% |
| 1Y | -32.5% | +20.0% | -52.4% | -38.9% |
| 3Y | -60.7% | +77.2% | -137.9% | -70.5% |
| 5Y | -57.6% | +81.9% | -139.5% | -69.0% |
| All | -40.4% | +208.6% | -249.0% | -57.9% |
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