+3,029.2%
SPY vs AA
+201.3%
+2,828.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.0% |
| 7D | +0.1% | +4.8% | -4.7% | -1.0% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -2.4% | -16.3% | +13.8% | +1.1% |
| 6M | +2.6% | -33.4% | +36.0% | +10.9% |
| YTD | +11.2% | -20.7% | +31.9% | +13.8% |
| 1Y | +13.4% | +12.9% | +0.5% | +6.4% |
| 3Y | +79.9% | +75.7% | +4.2% | +43.3% |
| 5Y | +72.2% | -6.8% | +79.0% | +47.8% |
| 10Y | +307.3% | +53.6% | +253.7% | +154.3% |
| All | +3,029.2% | +201.3% | +2,828.0% | +1,283.1% |
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