+538.5%
AER vs SPY
+683.9%
-145.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.5% |
| 7D | -0.4% | +0.5% | -1.0% | -1.2% |
| 30D | -5.1% | -0.9% | -4.2% | -4.0% |
| 3M | +6.1% | +3.9% | +2.2% | +0.5% |
| 6M | +6.0% | +14.5% | -8.5% | -11.9% |
| YTD | +0.7% | +12.9% | -12.3% | -14.9% |
| 1Y | +17.7% | +19.4% | -1.7% | -8.0% |
| 3Y | +137.7% | +78.5% | +59.3% | +4.5% |
| 5Y | +179.3% | +81.8% | +97.6% | +20.5% |
| 10Y | +261.4% | +311.5% | -50.1% | -47.3% |
| All | +538.5% | +683.9% | -145.4% | -57.7% |
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