+104.2%
SPG vs AEE
+39.2%
+65.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -1.7% | +1.1% | -2.7% | -2.1% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -2.4% | -0.9% | -1.5% | -2.2% |
| 6M | +9.6% | -2.4% | +12.0% | +10.6% |
| YTD | +14.2% | +8.6% | +5.6% | +9.2% |
| 1Y | +19.3% | +10.2% | +9.1% | +13.2% |
| 3Y | +106.7% | +47.8% | +58.9% | +67.2% |
| 5Y | +104.2% | +40.1% | +64.1% | +70.1% |
| All | +104.2% | +39.2% | +65.1% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling