-1.7%
AESI vs SPY
+99.5%
-101.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.7% |
| 7D | +11.9% | -0.4% | +12.3% | +12.3% |
| 30D | +23.8% | -1.4% | +25.1% | +25.6% |
| 3M | -11.7% | +3.7% | -15.4% | -15.4% |
| 6M | +22.5% | +13.0% | +9.5% | +6.8% |
| YTD | +54.8% | +12.4% | +42.4% | +35.6% |
| 1Y | +39.3% | +18.5% | +20.7% | +14.7% |
| 3Y | -30.4% | +77.6% | -108.1% | -58.7% |
| All | -1.7% | +99.5% | -101.1% | -48.8% |
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