-99.8%
AEC vs SPY
+597.3%
-697.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -5.4% | +3.3% | -8.7% | -8.6% |
| 30D | -11.2% | -2.7% | -8.5% | -8.7% |
| 3M | -38.4% | -1.7% | -36.6% | -37.1% |
| 6M | -44.6% | +3.1% | -47.7% | -45.9% |
| YTD | -45.8% | +11.9% | -57.7% | -51.0% |
| 1Y | -61.0% | +12.0% | -72.9% | -64.6% |
| 3Y | -25.9% | +78.2% | -104.0% | -57.7% |
| 5Y | -62.9% | +73.2% | -136.2% | -78.2% |
| 10Y | -95.4% | +309.6% | -405.0% | -98.5% |
| All | -99.8% | +597.3% | -697.1% | -99.9% |
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