+106.9%
SPG vs AEIS
+228.8%
-121.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.6% |
| 7D | 0.0% | +8.1% | -8.1% | -1.6% |
| 30D | -4.9% | -11.1% | +6.2% | -3.0% |
| 3M | +3.3% | -5.6% | +9.0% | +1.9% |
| 6M | +11.2% | -0.6% | +11.9% | +6.3% |
| YTD | +17.1% | +38.0% | -21.0% | +0.5% |
| 1Y | +21.6% | +87.2% | -65.6% | -7.1% |
| 3Y | +111.9% | +179.7% | -67.8% | +32.9% |
| 5Y | +106.9% | +241.7% | -134.8% | +13.5% |
| All | +106.9% | +228.8% | -121.9% | +13.5% |
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