+3,094.0%
SPY vs AA
+259.1%
+2,835.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | +5.0% | -4.9% | -1.3% |
| 3M | +2.0% | -35.8% | +37.8% | +11.9% |
| 6M | +13.0% | -18.4% | +31.4% | +16.1% |
| YTD | +13.5% | -5.5% | +19.0% | +11.9% |
| 1Y | +20.0% | +61.0% | -41.0% | +3.2% |
| 3Y | +77.2% | +66.2% | +11.0% | +42.8% |
| 5Y | +81.9% | +11.4% | +70.5% | +48.8% |
| 10Y | +314.1% | +116.9% | +197.2% | +136.1% |
| All | +3,094.0% | +259.1% | +2,835.0% | +1,259.4% |
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