+817.9%
AEE vs SPY
+1,193.2%
-375.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | +0.2% | +2.0% | -1.8% | -1.2% |
| 6M | -4.7% | +13.0% | -17.8% | -11.4% |
| YTD | +8.1% | +13.5% | -5.4% | +0.2% |
| 1Y | +8.5% | +20.0% | -11.4% | -2.6% |
| 3Y | +48.9% | +77.2% | -28.3% | +5.4% |
| 5Y | +39.9% | +81.9% | -42.0% | -3.8% |
| 10Y | +186.5% | +314.1% | -127.5% | +21.6% |
| All | +817.9% | +1,193.2% | -375.3% | +120.7% |
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 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