+7,867.4%
SPGI vs AEIS
+1,770.4%
+6,097.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.8% |
| 7D | +0.3% | -11.3% | +11.5% | +1.6% |
| 30D | +18.4% | -32.6% | +51.0% | +24.1% |
| 3M | +15.7% | -39.2% | +54.9% | +22.4% |
| 6M | +17.3% | -45.4% | +62.6% | +23.8% |
| YTD | -4.7% | -5.8% | +1.1% | -8.3% |
| 1Y | +1.8% | -10.0% | +11.8% | -1.5% |
| 3Y | +31.7% | +121.2% | -89.5% | +8.5% |
| 5Y | +12.1% | +110.6% | -98.6% | -8.0% |
| 10Y | +341.9% | +326.6% | +15.3% | +214.4% |
| All | +7,867.4% | +1,770.4% | +6,097.0% | +3,988.8% |
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