+296.4%
SPGI vs AEIS
+545.5%
-249.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.3% |
| 7D | -3.1% | +6.5% | -9.6% | -4.3% |
| 30D | +2.0% | -9.2% | +11.2% | +3.5% |
| 3M | +4.3% | -8.3% | +12.7% | +3.2% |
| 6M | -0.2% | -6.3% | +6.1% | -3.6% |
| YTD | -14.8% | +36.5% | -51.3% | -26.1% |
| 1Y | -18.5% | +84.8% | -103.3% | -35.9% |
| 3Y | +16.0% | +176.6% | -160.6% | -22.2% |
| 5Y | +2.2% | +237.1% | -234.9% | -37.1% |
| 10Y | +296.4% | +554.7% | -258.2% | +71.7% |
| All | +296.4% | +545.5% | -249.1% | +71.7% |
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