-97.3%
AEC vs SPY
+318.9%
-416.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.1% |
| 7D | -3.3% | -2.0% | -1.3% | -1.0% |
| 30D | -9.5% | -1.7% | -7.8% | -7.6% |
| 3M | +10.2% | +4.7% | +5.5% | +4.7% |
| 6M | -36.0% | +12.5% | -48.5% | -43.4% |
| YTD | -19.9% | +11.7% | -31.6% | -28.5% |
| 1Y | -24.0% | +17.5% | -41.5% | -35.8% |
| 3Y | +9.6% | +76.6% | -67.0% | -41.9% |
| 5Y | -63.5% | +82.0% | -145.5% | -81.3% |
| All | -97.3% | +318.9% | -416.1% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling