+31.5%
AEO vs SPY
+78.1%
-46.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | +9.0% | +2.6% | +6.4% | +5.1% |
| 30D | +23.4% | -2.0% | +25.3% | +27.2% |
| 3M | +34.1% | -2.8% | +36.9% | +40.0% |
| 6M | +42.8% | +2.1% | +40.7% | +38.3% |
| YTD | -15.5% | +11.5% | -27.0% | -28.5% |
| 1Y | +27.0% | +13.5% | +13.5% | +4.5% |
| 3Y | +31.5% | +77.7% | -46.2% | -42.2% |
| All | +31.5% | +78.1% | -46.6% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling