-99.6%
AEC vs SPY
+607.6%
-707.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +2.2% | +0.1% | +2.1% | +2.2% |
| 3M | -10.2% | +2.0% | -12.2% | -11.5% |
| 6M | -36.4% | +13.0% | -49.5% | -43.3% |
| YTD | -17.7% | +13.5% | -31.3% | -26.7% |
| 1Y | -22.1% | +20.0% | -42.1% | -34.2% |
| 3Y | +12.5% | +77.2% | -64.7% | -35.3% |
| 5Y | -56.7% | +81.9% | -138.6% | -75.7% |
| 10Y | -97.2% | +314.1% | -411.2% | -99.1% |
| All | -99.6% | +607.6% | -707.2% | -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