+68.2%
AEF vs SPY
+82.0%
-13.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +8.4% | +0.1% | +8.3% | +8.3% |
| 3M | +5.1% | +2.0% | +3.1% | +3.9% |
| 6M | +25.7% | +13.0% | +12.7% | +15.7% |
| YTD | +47.8% | +13.5% | +34.2% | +35.7% |
| 1Y | +78.3% | +20.0% | +58.3% | +57.8% |
| 3Y | +147.0% | +77.2% | +69.8% | +67.5% |
| All | +68.2% | +82.0% | -13.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling