+314.0%
SPYM vs AA
+46.8%
+267.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.8% |
| 7D | -0.9% | +1.1% | -2.1% | -1.1% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | -1.1% | -23.9% | +22.8% | +3.1% |
| 6M | +3.3% | -36.8% | +40.1% | +10.4% |
| YTD | +12.4% | -22.2% | +34.5% | +14.7% |
| 1Y | +12.5% | +10.4% | +2.2% | +7.8% |
| 3Y | +79.1% | +72.0% | +7.1% | +52.2% |
| 5Y | +75.7% | -15.6% | +91.3% | +60.8% |
| All | +314.0% | +46.8% | +267.2% | +181.5% |
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