+1,272.8%
AUB vs SPY
+2,830.3%
-1,557.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.1% | +2.6% | -1.5% | -1.4% |
| 30D | +6.2% | -2.0% | +8.2% | +8.1% |
| 3M | -6.7% | -2.8% | -4.0% | -4.4% |
| 6M | +11.1% | +2.1% | +9.0% | +8.2% |
| YTD | +15.9% | +11.5% | +4.4% | +3.4% |
| 1Y | +26.4% | +13.5% | +12.9% | +10.9% |
| 3Y | +46.4% | +77.7% | -31.3% | -16.6% |
| 5Y | +30.3% | +72.6% | -42.3% | -24.0% |
| 10Y | +69.3% | +308.2% | -238.8% | -56.1% |
| All | +1,272.8% | +2,830.3% | -1,557.4% | +82.1% |
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