-99.7%
AEC vs SPY
+590.7%
-690.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -4.9% |
| 7D | -4.0% | -0.6% | -3.4% | -3.6% |
| 30D | -12.2% | -3.7% | -8.5% | -8.7% |
| 3M | -32.8% | -2.7% | -30.0% | -30.7% |
| 6M | -40.9% | +2.2% | -43.1% | -41.7% |
| YTD | -43.7% | +10.8% | -54.5% | -48.5% |
| 1Y | -60.4% | +11.2% | -71.6% | -63.8% |
| 3Y | -22.9% | +76.5% | -99.4% | -55.5% |
| 5Y | -61.5% | +72.9% | -134.4% | -77.3% |
| 10Y | -95.2% | +304.8% | -400.0% | -98.4% |
| All | -99.7% | +590.7% | -690.4% | -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