+116.1%
SPG vs AEIS
+347.9%
-231.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +5.6% | -6.9% | +12.5% | +6.9% |
| 30D | +17.6% | -23.2% | +40.8% | +24.3% |
| 3M | +7.5% | -29.5% | +36.9% | +15.2% |
| 6M | +18.5% | -37.9% | +56.4% | +27.9% |
| YTD | +30.9% | +6.0% | +24.9% | +15.5% |
| 1Y | +34.1% | +1.2% | +32.9% | +19.7% |
| 3Y | +135.5% | +150.0% | -14.4% | +43.4% |
| 5Y | +86.5% | +141.9% | -55.3% | +11.1% |
| 10Y | +116.1% | +356.2% | -240.1% | -7.2% |
| All | +116.1% | +347.9% | -231.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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