+237.1%
AEIS vs SPY
+81.0%
+156.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | +6.5% | -0.4% | +6.8% | +7.1% |
| 30D | -9.2% | -1.4% | -7.8% | -7.0% |
| 3M | -8.3% | +3.7% | -12.1% | -12.6% |
| 6M | -6.3% | +13.0% | -19.3% | -22.0% |
| YTD | +36.5% | +12.4% | +24.1% | +15.3% |
| 1Y | +84.8% | +18.5% | +66.2% | +44.6% |
| 3Y | +176.6% | +77.6% | +99.0% | +24.3% |
| 5Y | +237.1% | +81.7% | +155.4% | +51.0% |
| All | +237.1% | +81.0% | +156.1% | +51.0% |
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