+14.7%
AEC vs SPY
+78.7%
-64.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.6% |
| 7D | +2.6% | +0.5% | +2.1% | +1.9% |
| 30D | +4.1% | -0.9% | +5.1% | +5.4% |
| 3M | +6.7% | +3.9% | +2.8% | +2.0% |
| 6M | -29.4% | +14.5% | -43.9% | -39.5% |
| YTD | -16.2% | +12.9% | -29.1% | -26.8% |
| 1Y | -20.7% | +19.4% | -40.0% | -34.5% |
| 3Y | +14.7% | +78.5% | -63.8% | -25.7% |
| All | +14.7% | +78.7% | -64.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling