-12.6%
AEFC vs SPY
+67.4%
-80.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.7% | -2.7% | +4.4% | +2.8% |
| 30D | +1.2% | -5.4% | +6.6% | +3.3% |
| 3M | -2.2% | -4.1% | +1.9% | -0.7% |
| 6M | -7.1% | +0.7% | -7.8% | -7.4% |
| YTD | -6.2% | +8.7% | -14.9% | -9.3% |
| 1Y | -7.0% | +10.9% | -17.8% | -10.7% |
| 3Y | +6.0% | +75.0% | -69.0% | -17.0% |
| All | -12.6% | +67.4% | -80.0% | -32.9% |
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