+454.6%
AES vs SPY
+3,091.8%
-2,637.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.6% | +0.1% | +0.6% | +0.5% |
| 3M | +1.6% | +2.0% | -0.4% | -1.0% |
| 6M | +6.0% | +13.0% | -7.0% | -8.1% |
| YTD | +6.9% | +13.5% | -6.6% | -7.8% |
| 1Y | +21.2% | +20.0% | +1.2% | -1.6% |
| 3Y | -4.2% | +77.2% | -81.4% | -49.4% |
| 5Y | -26.5% | +81.9% | -108.4% | -62.4% |
| 10Y | +76.7% | +314.1% | -237.4% | -63.3% |
| All | +454.6% | +3,091.8% | -2,637.2% | -79.8% |
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