-9.5%
AEYE vs SPY
+14.6%
-24.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.8% | -8.3% |
| 7D | +8.0% | -0.7% | +8.7% | +9.4% |
| 30D | +91.5% | -1.0% | +92.6% | +95.9% |
| 3M | +112.7% | -0.3% | +113.0% | +114.0% |
| 6M | +64.6% | +7.3% | +57.3% | +42.2% |
| YTD | +29.0% | +13.3% | +15.7% | +0.8% |
| 1Y | -9.5% | +14.8% | -24.3% | -30.7% |
| All | -9.5% | +14.6% | -24.1% | -30.7% |
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