+225.9%
AEF vs SPY
+311.3%
-85.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.9% |
| 7D | +4.0% | +0.5% | +3.4% | +3.5% |
| 30D | +10.3% | -0.9% | +11.2% | +11.0% |
| 3M | +12.9% | +3.9% | +9.0% | +10.1% |
| 6M | +36.8% | +14.5% | +22.2% | +25.2% |
| YTD | +50.0% | +12.9% | +37.1% | +38.8% |
| 1Y | +77.8% | +19.4% | +58.5% | +58.4% |
| 3Y | +161.3% | +78.5% | +82.8% | +75.7% |
| 5Y | +71.6% | +81.8% | -10.2% | +13.0% |
| 10Y | +225.9% | +311.5% | -85.6% | +28.3% |
| All | +225.9% | +311.3% | -85.4% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling