+312.6%
SPYM vs AA
+44.7%
+268.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +3.3% | +5.3% | -2.0% | +2.4% |
| 30D | -2.6% | -2.3% | -0.4% | -2.3% |
| 3M | -1.7% | -20.8% | +19.1% | +1.9% |
| 6M | +3.1% | -39.8% | +42.9% | +11.1% |
| YTD | +12.0% | -23.3% | +35.3% | +14.6% |
| 1Y | +12.1% | +1.8% | +10.3% | +8.9% |
| 3Y | +78.5% | +69.5% | +9.0% | +52.1% |
| 5Y | +73.8% | -18.0% | +91.8% | +59.9% |
| All | +312.6% | +44.7% | +268.0% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling