-19.8%
EAF vs SPY
+12.3%
-32.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +6.0% |
| 7D | -6.3% | +0.1% | -6.3% | -6.1% |
| 30D | +16.6% | -3.3% | +19.9% | +25.5% |
| 3M | +30.6% | -2.4% | +33.0% | +38.9% |
| 6M | +14.3% | +2.6% | +11.8% | +13.0% |
| YTD | -31.5% | +11.2% | -42.8% | -41.9% |
| All | -19.8% | +12.3% | -32.1% | -32.2% |
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