+1.5%
AEFC vs SPY
+177.7%
-176.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.1% | -2.0% | +1.9% | +1.2% |
| 30D | -0.1% | -1.7% | +1.6% | +0.9% |
| 3M | -3.2% | +4.7% | -8.0% | -6.0% |
| 6M | -6.5% | +12.5% | -19.0% | -13.2% |
| YTD | -4.2% | +11.7% | -15.9% | -10.7% |
| 1Y | -7.7% | +17.5% | -25.2% | -16.7% |
| 3Y | +6.8% | +76.6% | -69.7% | -28.0% |
| 5Y | -9.9% | +82.0% | -91.9% | -41.7% |
| All | +1.5% | +177.7% | -176.1% | -59.2% |
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