+71.8%
AES vs SPY
+318.9%
-247.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +2.2% |
| 30D | +0.7% | -1.7% | +2.3% | +2.3% |
| 3M | +2.4% | +4.7% | -2.4% | -2.7% |
| 6M | +6.7% | +12.5% | -5.8% | -6.2% |
| YTD | +7.0% | +11.7% | -4.7% | -5.3% |
| 1Y | +22.0% | +17.5% | +4.6% | +2.6% |
| 3Y | -0.7% | +76.6% | -77.3% | -45.5% |
| 5Y | -23.8% | +82.0% | -105.8% | -59.5% |
| All | +71.8% | +318.9% | -247.1% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling