+22.0%
SPGI vs AEIS
+157.5%
-135.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | +0.1% | +3.0% | -2.8% | +0.1% |
| 30D | +8.4% | -14.6% | +23.1% | +8.8% |
| 3M | +11.8% | -12.4% | +24.3% | +11.3% |
| 6M | +5.7% | -15.0% | +20.7% | +4.7% |
| YTD | -9.7% | +34.3% | -44.0% | -16.3% |
| 1Y | -12.5% | +87.4% | -99.8% | -24.2% |
| All | +22.0% | +157.5% | -135.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling