+173.3%
AEF vs SPY
+307.0%
-133.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +5.3% | +2.6% | +2.7% | +3.3% |
| 30D | -9.8% | -2.0% | -7.8% | -8.3% |
| 3M | -13.5% | -2.8% | -10.7% | -11.4% |
| 6M | -11.6% | +2.1% | -13.8% | -12.3% |
| YTD | +23.5% | +11.5% | +12.0% | +15.6% |
| 1Y | +30.0% | +13.5% | +16.5% | +20.2% |
| 3Y | +121.8% | +77.7% | +44.1% | +49.8% |
| 5Y | +46.0% | +72.6% | -26.6% | -0.2% |
| All | +173.3% | +307.0% | -133.7% | -1.3% |
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