+141.9%
AEIS vs SPY
+72.2%
+69.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | -6.9% | -0.6% | -6.3% | -5.5% |
| 30D | -23.2% | -3.7% | -19.5% | -17.1% |
| 3M | -29.5% | -2.7% | -26.7% | -25.1% |
| 6M | -37.9% | +2.2% | -40.1% | -38.2% |
| YTD | +6.0% | +10.8% | -4.8% | -7.1% |
| 1Y | +1.2% | +11.2% | -10.0% | -11.5% |
| 3Y | +150.0% | +76.5% | +73.5% | +15.6% |
| 5Y | +141.9% | +72.9% | +68.9% | +17.9% |
| All | +141.9% | +72.2% | +69.7% | +17.9% |
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 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