+2,637.4%
SPG vs AEE
+813.9%
+1,823.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -6.8% | -2.3% | -4.6% | -5.6% |
| 3M | +2.7% | +0.2% | +2.5% | +2.4% |
| 6M | +5.5% | -4.7% | +10.2% | +8.1% |
| YTD | +15.7% | +8.1% | +7.6% | +9.9% |
| 1Y | +20.9% | +8.5% | +12.3% | +14.4% |
| 3Y | +112.4% | +48.9% | +63.5% | +63.6% |
| 5Y | +101.4% | +39.9% | +61.4% | +59.1% |
| 10Y | +60.6% | +186.5% | -125.9% | -20.2% |
| All | +2,637.4% | +813.9% | +1,823.6% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling