+8.6%
AEIS vs SPY
+14.6%
-6.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -15.5% |
| 7D | -12.7% | -0.7% | -12.0% | -11.1% |
| 30D | -28.8% | -1.0% | -27.8% | -26.4% |
| 3M | -38.0% | -0.3% | -37.7% | -37.1% |
| 6M | -45.3% | +7.3% | -52.6% | -52.7% |
| YTD | +1.1% | +13.3% | -12.2% | -23.2% |
| 1Y | +8.6% | +14.8% | -6.2% | -19.9% |
| All | +8.6% | +14.6% | -6.0% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling