-10.2%
AEFC vs SPY
+11.8%
-21.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | +3.3% | -5.6% | -3.4% |
| 30D | -1.3% | -2.7% | +1.4% | -0.4% |
| 3M | -5.4% | -1.7% | -3.6% | -4.9% |
| 6M | -10.3% | +3.1% | -13.3% | -11.2% |
| YTD | -8.9% | +11.9% | -20.8% | -12.1% |
| 1Y | -10.2% | +12.0% | -22.2% | -13.4% |
| All | -10.2% | +11.8% | -21.9% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling