+82.3%
SPYM vs AA
+15.6%
+66.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.4% | -0.6% | +0.3% | -0.3% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | +3.7% | -29.8% | +33.5% | +8.8% |
| 6M | +13.0% | -16.6% | +29.7% | +14.7% |
| YTD | +12.5% | -4.0% | +16.5% | +11.1% |
| 1Y | +18.6% | +63.5% | -44.9% | +6.9% |
| 3Y | +78.0% | +86.8% | -8.7% | +51.2% |
| 5Y | +82.3% | +12.4% | +69.9% | +64.4% |
| All | +82.3% | +15.6% | +66.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling