-6.4%
AESI vs SPY
+98.3%
-104.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.2% |
| 7D | +5.3% | -2.0% | +7.3% | +7.6% |
| 30D | +15.8% | -1.7% | +17.4% | +17.9% |
| 3M | -18.6% | +4.7% | -23.3% | -22.7% |
| 6M | +11.9% | +12.5% | -0.6% | -2.0% |
| YTD | +47.2% | +11.7% | +35.5% | +29.9% |
| 1Y | +30.1% | +17.5% | +12.6% | +8.3% |
| 3Y | -33.8% | +76.6% | -110.4% | -60.5% |
| All | -6.4% | +98.3% | -104.7% | -51.0% |
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