+2,766.8%
AEIS vs SPY
+2,082.4%
+684.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | -14.6% | +0.1% | -14.7% | -14.7% |
| 3M | -12.4% | +2.0% | -14.4% | -13.7% |
| 6M | -15.0% | +13.0% | -28.0% | -28.0% |
| YTD | +34.3% | +13.5% | +20.7% | +13.1% |
| 1Y | +87.4% | +20.0% | +67.4% | +46.2% |
| 3Y | +139.8% | +77.2% | +62.6% | +8.1% |
| 5Y | +220.7% | +81.9% | +138.9% | +41.3% |
| 10Y | +531.6% | +314.1% | +217.5% | -12.5% |
| All | +2,766.8% | +2,082.4% | +684.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling