+74.3%
AEIS vs SPY
+17.2%
+57.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.5% |
| 7D | -0.2% | -2.0% | +1.8% | +5.2% |
| 30D | -16.4% | -1.7% | -14.8% | -12.6% |
| 3M | -11.1% | +4.7% | -15.9% | -19.3% |
| 6M | -12.0% | +12.5% | -24.5% | -32.2% |
| YTD | +30.9% | +11.7% | +19.1% | +2.4% |
| 1Y | +74.3% | +17.5% | +56.9% | +18.4% |
| All | +74.3% | +17.2% | +57.1% | +18.4% |
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 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