+11.2%
SPY vs AA
+4.5%
+6.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.1% |
| 7D | -0.6% | +1.2% | -1.8% | -0.7% |
| 30D | -3.7% | -5.0% | +1.3% | -3.3% |
| 3M | -2.7% | -22.2% | +19.5% | -0.8% |
| 6M | +2.2% | -36.3% | +38.5% | +5.7% |
| YTD | +10.8% | -24.2% | +35.0% | +11.3% |
| 1Y | +11.2% | +3.9% | +7.4% | +6.8% |
| All | +11.2% | +4.5% | +6.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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