-4.5%
AESI vs SPY
+100.0%
-104.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +6.1% |
| 30D | +20.6% | -1.1% | +21.7% | +22.0% |
| 3M | -14.0% | +3.9% | -17.9% | -17.6% |
| 6M | +7.3% | +13.6% | -6.3% | -7.0% |
| YTD | +50.3% | +12.7% | +37.6% | +31.4% |
| 1Y | +29.6% | +17.5% | +12.0% | +7.9% |
| 3Y | -31.7% | +76.9% | -108.6% | -59.4% |
| All | -4.5% | +100.0% | -104.4% | -50.4% |
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 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