+62.1%
SPG vs AEE
+191.1%
-129.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -6.1% | -2.9% | -3.2% | -4.6% |
| 3M | -3.6% | -2.4% | -1.2% | -2.5% |
| 6M | +10.4% | -2.7% | +13.1% | +11.7% |
| YTD | +14.4% | +7.3% | +7.1% | +9.5% |
| 1Y | +16.5% | +7.5% | +9.0% | +11.3% |
| 3Y | +106.8% | +46.2% | +60.6% | +64.2% |
| 5Y | +108.9% | +39.7% | +69.2% | +68.4% |
| All | +62.1% | +191.1% | -129.1% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling