-93.0%
AERT vs SPY
+69.7%
-162.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -7.3% | -2.7% | -4.6% | -6.4% |
| 30D | -21.5% | -5.4% | -16.1% | -20.0% |
| 3M | -21.9% | -4.1% | -17.8% | -20.7% |
| 6M | +5.9% | +0.7% | +5.2% | +6.2% |
| YTD | +31.5% | +8.7% | +22.9% | +29.5% |
| 1Y | +12.2% | +10.9% | +1.3% | +10.0% |
| 3Y | -90.6% | +75.0% | -165.6% | -91.0% |
| All | -93.0% | +69.7% | -162.8% | -93.4% |
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