+152.5%
AEF vs SPY
+315.0%
-162.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -15.6% | -3.3% | -12.3% | -13.3% |
| 3M | -10.4% | -2.4% | -8.0% | -8.5% |
| 6M | -15.6% | +2.6% | -18.1% | -16.5% |
| YTD | +21.9% | +11.2% | +10.7% | +14.3% |
| 1Y | +29.3% | +13.4% | +15.9% | +19.6% |
| 3Y | +125.7% | +79.9% | +45.8% | +51.1% |
| 5Y | +44.0% | +72.2% | -28.2% | -1.4% |
| 10Y | +152.5% | +307.3% | -154.8% | -9.6% |
| All | +152.5% | +315.0% | -162.5% | -9.6% |
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