+521.0%
AEIS vs SPY
+318.9%
+202.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.1% |
| 7D | -0.2% | -2.0% | +1.8% | +3.2% |
| 30D | -16.4% | -1.7% | -14.8% | -14.0% |
| 3M | -11.1% | +4.7% | -15.9% | -16.4% |
| 6M | -12.0% | +12.5% | -24.5% | -25.9% |
| YTD | +30.9% | +11.7% | +19.1% | +12.0% |
| 1Y | +74.3% | +17.5% | +56.9% | +38.8% |
| 3Y | +165.2% | +76.6% | +88.6% | +16.5% |
| 5Y | +220.0% | +82.0% | +138.0% | +36.7% |
| All | +521.0% | +318.9% | +202.1% | -24.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling