+140.3%
AEG vs SPY
+79.8%
+60.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -1.6% | -2.0% | +0.4% | +0.2% |
| 30D | -1.0% | -1.7% | +0.7% | +0.5% |
| 3M | +15.0% | +4.7% | +10.3% | +10.1% |
| 6M | +35.2% | +12.5% | +22.7% | +21.1% |
| YTD | +24.1% | +11.7% | +12.4% | +12.1% |
| 1Y | +25.1% | +17.5% | +7.6% | +7.6% |
| 3Y | +115.5% | +76.6% | +38.9% | +25.1% |
| 5Y | +140.3% | +82.0% | +58.3% | +35.3% |
| All | +140.3% | +79.8% | +60.5% | +35.3% |
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