-91.7%
EAF vs SPY
+217.5%
-309.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +7.3% |
| 7D | -6.3% | +0.1% | -6.3% | -6.0% |
| 30D | +16.6% | -3.3% | +19.9% | +23.5% |
| 3M | +30.6% | -2.4% | +33.0% | +37.1% |
| 6M | +14.3% | +2.6% | +11.8% | +11.9% |
| YTD | -31.5% | +11.2% | -42.8% | -41.4% |
| 1Y | -17.6% | +13.4% | -31.0% | -30.9% |
| 3Y | -55.0% | +79.9% | -134.9% | -79.3% |
| 5Y | -91.4% | +72.2% | -163.6% | -95.7% |
| All | -91.7% | +217.5% | -309.2% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling