0.0%
AEFC vs SPY
+176.5%
-176.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +1.3% | -3.3% | +4.6% | +3.2% |
| 3M | -1.1% | -2.4% | +1.4% | +0.3% |
| 6M | -6.6% | +2.6% | -9.2% | -8.3% |
| YTD | -5.7% | +11.2% | -16.9% | -12.0% |
| 1Y | -6.1% | +13.4% | -19.5% | -13.5% |
| 3Y | +8.0% | +79.9% | -71.9% | -28.3% |
| 5Y | -11.7% | +72.2% | -83.8% | -40.1% |
| All | 0.0% | +176.5% | -176.4% | -59.7% |
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