+256.6%
AEG vs SPY
+322.5%
-65.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.1% |
| 30D | -1.0% | -1.1% | +0.1% | +0.1% |
| 3M | +12.3% | +3.9% | +8.5% | +7.6% |
| 6M | +35.3% | +13.6% | +21.7% | +17.8% |
| YTD | +24.3% | +12.7% | +11.6% | +9.2% |
| 1Y | +24.9% | +17.5% | +7.4% | +4.6% |
| 3Y | +111.8% | +76.9% | +34.9% | +11.4% |
| 5Y | +140.6% | +83.6% | +57.0% | +20.6% |
| All | +256.6% | +322.5% | -65.9% | -38.4% |
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 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