+81.5%
SPG vs AEIS
+144.8%
-63.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | 0.0% |
| 7D | +5.1% | +1.0% | +4.1% | +4.3% |
| 30D | +16.8% | -24.0% | +40.9% | +21.9% |
| 3M | +5.7% | -32.5% | +38.2% | +12.1% |
| 6M | +17.8% | -38.6% | +56.4% | +25.1% |
| YTD | +30.1% | +4.8% | +25.3% | +16.2% |
| 1Y | +32.8% | +1.3% | +31.5% | +19.4% |
| 3Y | +137.2% | +159.2% | -22.0% | +42.8% |
| 5Y | +81.5% | +140.8% | -59.3% | +5.6% |
| All | +81.5% | +144.8% | -63.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling