+844.5%
AEF vs SPY
+2,954.7%
-2,110.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -5.9% | -2.7% | -3.2% | -4.1% |
| 30D | -19.7% | -5.4% | -14.4% | -16.6% |
| 3M | -11.9% | -4.1% | -7.9% | -9.3% |
| 6M | -18.4% | +0.7% | -19.1% | -18.2% |
| YTD | +17.3% | +8.7% | +8.6% | +12.3% |
| 1Y | +22.2% | +10.9% | +11.3% | +15.5% |
| 3Y | +114.3% | +75.0% | +39.3% | +50.3% |
| 5Y | +37.5% | +67.8% | -30.3% | -1.7% |
| 10Y | +145.9% | +312.9% | -166.9% | -2.2% |
| All | +844.5% | +2,954.7% | -2,110.3% | +0.6% |
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 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