+34.1%
SPG vs AEIS
-1.0%
+35.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.7% |
| 7D | +5.6% | -6.9% | +12.5% | +5.3% |
| 30D | +17.6% | -23.2% | +40.8% | +17.0% |
| 3M | +7.5% | -29.5% | +36.9% | +6.9% |
| 6M | +18.5% | -37.9% | +56.4% | +18.4% |
| YTD | +30.9% | +6.0% | +24.9% | +31.9% |
| 1Y | +34.1% | +1.2% | +32.9% | +35.2% |
| All | +34.1% | -1.0% | +35.1% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling