+29.6%
AESI vs SPY
+18.1%
+11.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | +5.2% | -0.8% | +6.0% | +5.8% |
| 30D | +20.6% | -1.1% | +21.7% | +21.5% |
| 3M | -14.0% | +3.9% | -17.9% | -16.3% |
| 6M | +7.3% | +13.6% | -6.3% | +0.4% |
| YTD | +50.3% | +12.7% | +37.6% | +41.3% |
| 1Y | +29.6% | +17.5% | +12.0% | +17.2% |
| All | +29.6% | +18.1% | +11.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling