-23.8%
AES vs SPY
+72.2%
-96.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +1.0% | -3.7% | +4.7% | +4.4% |
| 3M | +2.5% | -2.7% | +5.2% | +4.7% |
| 6M | +6.6% | +2.2% | +4.4% | +3.4% |
| YTD | +9.1% | +10.8% | -1.7% | -2.8% |
| 1Y | +10.1% | +11.2% | -1.1% | -2.3% |
| 3Y | +10.1% | +76.5% | -66.3% | -40.1% |
| 5Y | -23.8% | +72.9% | -96.7% | -58.0% |
| All | -23.8% | +72.2% | -96.0% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling