+150.5%
SPMO vs AEE
+38.7%
+111.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | -1.9% | -2.9% | +1.0% | -1.4% |
| 3M | -1.4% | -2.4% | +1.1% | -1.2% |
| 6M | +25.5% | -2.7% | +28.2% | +25.6% |
| YTD | +24.8% | +7.3% | +17.6% | +22.0% |
| 1Y | +24.5% | +7.5% | +16.9% | +21.4% |
| 3Y | +157.1% | +46.2% | +110.9% | +131.3% |
| All | +150.5% | +38.7% | +111.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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