+4,346.9%
SPG vs AEIS
+2,566.8%
+1,780.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | -2.4% | +3.0% | -5.3% | -2.9% |
| 30D | -6.8% | -14.6% | +7.8% | -4.8% |
| 3M | +2.7% | -12.4% | +15.1% | +3.1% |
| 6M | +5.5% | -15.0% | +20.4% | +5.6% |
| YTD | +15.7% | +34.3% | -18.6% | +7.1% |
| 1Y | +20.9% | +87.4% | -66.5% | +5.3% |
| 3Y | +112.4% | +139.8% | -27.4% | +74.7% |
| 5Y | +101.4% | +220.7% | -119.4% | +57.0% |
| 10Y | +60.6% | +531.6% | -471.0% | +10.4% |
| All | +4,346.9% | +2,566.8% | +1,780.1% | +2,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling