+59.6%
AEYE vs SPY
+77.0%
-17.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.9% | +3.8% |
| 7D | +4.2% | -0.8% | +5.0% | +6.1% |
| 30D | +36.5% | -1.1% | +37.6% | +39.7% |
| 3M | +16.8% | +3.9% | +12.9% | +7.1% |
| 6M | +34.9% | +13.6% | +21.3% | +0.8% |
| YTD | -20.6% | +12.7% | -33.3% | -38.8% |
| 1Y | -41.2% | +17.5% | -58.7% | -58.8% |
| 3Y | +59.6% | +76.9% | -17.3% | -54.0% |
| All | +59.6% | +77.0% | -17.4% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling