+3,191.8%
AEO vs SPY
+2,935.3%
+256.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.4% |
| 7D | -13.6% | -0.8% | -12.9% | -12.7% |
| 30D | -7.5% | -1.1% | -6.5% | -6.3% |
| 3M | -17.3% | +3.9% | -21.1% | -20.7% |
| 6M | -16.1% | +13.6% | -29.8% | -27.5% |
| YTD | -42.0% | +12.7% | -54.6% | -49.3% |
| 1Y | -21.3% | +17.5% | -38.8% | -34.3% |
| 3Y | +3.4% | +76.9% | -73.5% | -44.1% |
| 5Y | -35.9% | +83.6% | -119.4% | -65.9% |
| 10Y | +8.1% | +320.7% | -312.6% | -76.4% |
| All | +3,191.8% | +2,935.3% | +256.5% | +54.2% |
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 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