-11.7%
EAF vs SPY
+14.6%
-26.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -12.0% |
| 7D | -12.7% | -0.7% | -12.0% | -11.6% |
| 30D | +20.5% | -1.0% | +21.6% | +23.3% |
| 3M | +38.4% | -0.3% | +38.8% | +40.3% |
| 6M | +15.2% | +7.3% | +7.8% | +4.3% |
| YTD | -31.5% | +13.3% | -44.8% | -44.2% |
| 1Y | -11.7% | +14.8% | -26.5% | -30.3% |
| All | -11.7% | +14.6% | -26.3% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling