+30.9%
SPG vs AEE
+13.9%
+17.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.7% |
| 7D | +8.2% | +4.7% | +3.5% | +5.9% |
| 30D | +13.5% | +13.4% | 0.0% | +7.3% |
| 3M | +2.2% | +4.1% | -1.8% | +0.3% |
| 6M | +15.9% | +2.0% | +13.8% | +14.1% |
| YTD | +27.6% | +15.6% | +12.0% | +19.9% |
| 1Y | +30.9% | +14.1% | +16.8% | +23.6% |
| All | +30.9% | +13.9% | +17.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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