-73.2%
AEYE vs SPY
+500.0%
-573.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.6% |
| 7D | +3.2% | -2.0% | +5.1% | +5.6% |
| 30D | +26.9% | -1.7% | +28.6% | +29.4% |
| 3M | +12.3% | +4.7% | +7.5% | +6.5% |
| 6M | +24.4% | +12.5% | +11.9% | +8.9% |
| YTD | -24.9% | +11.7% | -36.6% | -33.2% |
| 1Y | -41.9% | +17.5% | -59.3% | -51.0% |
| 3Y | +49.7% | +76.6% | -26.9% | -12.1% |
| 5Y | -35.7% | +82.0% | -117.7% | -63.3% |
| 10Y | +87.5% | +317.1% | -229.6% | -49.2% |
| All | -73.2% | +500.0% | -573.3% | -97.4% |
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