+2.6%
AEFC vs SPY
+182.2%
-179.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -3.0% | +2.0% | -5.0% | -4.3% |
| 6M | -6.3% | +13.0% | -19.4% | -13.3% |
| YTD | -3.3% | +13.5% | -16.8% | -10.7% |
| 1Y | -5.8% | +20.0% | -25.8% | -16.1% |
| 3Y | +5.8% | +77.2% | -71.4% | -28.8% |
| 5Y | -10.0% | +81.9% | -91.8% | -41.4% |
| All | +2.6% | +182.2% | -179.6% | -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 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