+2,956.9%
SPY vs AA
+184.8%
+2,772.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -5.4% | -6.7% | +1.3% | -4.0% |
| 3M | -4.1% | -16.3% | +12.3% | -0.6% |
| 6M | +0.7% | -37.1% | +37.8% | +10.3% |
| YTD | +8.7% | -25.0% | +33.7% | +12.7% |
| 1Y | +10.9% | +8.6% | +2.3% | +4.9% |
| 3Y | +75.0% | +57.2% | +17.8% | +43.1% |
| 5Y | +67.8% | -13.0% | +80.8% | +46.4% |
| 10Y | +312.9% | +65.5% | +247.3% | +151.4% |
| All | +2,956.9% | +184.8% | +2,772.0% | +1,268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling