+4,691.3%
AEO vs SPY
+2,903.4%
+1,787.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | +9.0% | +2.6% | +6.4% | +6.0% |
| 30D | +23.4% | -2.0% | +25.3% | +26.5% |
| 3M | +34.1% | -2.8% | +36.9% | +38.9% |
| 6M | +42.8% | +2.1% | +40.7% | +39.7% |
| YTD | -15.5% | +11.5% | -27.0% | -25.1% |
| 1Y | +27.0% | +13.5% | +13.5% | +10.3% |
| 3Y | +31.5% | +77.7% | -46.2% | -29.2% |
| 5Y | -6.8% | +72.6% | -79.5% | -47.0% |
| 10Y | +55.5% | +308.2% | -252.6% | -64.8% |
| All | +4,691.3% | +2,903.4% | +1,787.9% | +127.5% |
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 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