+12.5%
AEBI vs SPY
+25.5%
-13.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -2.8% |
| 7D | +3.3% | +0.5% | +2.8% | +2.2% |
| 30D | -4.8% | -0.9% | -3.9% | -2.8% |
| 3M | +4.5% | +3.9% | +0.6% | -3.5% |
| 6M | -6.4% | +14.5% | -20.9% | -30.4% |
| YTD | -1.0% | +12.9% | -13.9% | -23.5% |
| 1Y | +6.7% | +19.4% | -12.6% | -34.6% |
| All | +12.5% | +25.5% | -13.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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