+2.3%
AEO vs SPY
+318.9%
-316.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -13.2% |
| 7D | -14.6% | -2.0% | -12.6% | -12.2% |
| 30D | -16.3% | -1.7% | -14.6% | -14.4% |
| 3M | -16.5% | +4.7% | -21.2% | -21.3% |
| 6M | -21.4% | +12.5% | -33.9% | -32.5% |
| YTD | -43.9% | +11.7% | -55.6% | -51.3% |
| 1Y | -22.4% | +17.5% | -39.9% | -36.8% |
| 3Y | -0.7% | +76.6% | -77.3% | -50.0% |
| 5Y | -37.9% | +82.0% | -120.0% | -69.3% |
| All | +2.3% | +318.9% | -316.5% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling