-90.8%
AERT vs SPY
+77.3%
-168.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +12.2% | +0.1% | +12.1% | +12.2% |
| 3M | +7.1% | +2.0% | +5.1% | +6.5% |
| 6M | +128.4% | +13.0% | +115.4% | +121.7% |
| YTD | +73.9% | +13.5% | +60.4% | +68.6% |
| 1Y | +57.7% | +20.0% | +37.8% | +51.6% |
| 3Y | -91.4% | +77.2% | -168.6% | -92.0% |
| All | -90.8% | +77.3% | -168.1% | -91.4% |
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