+576.6%
SPMO vs AEE
+241.8%
+334.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | +0.5% | -1.2% | +1.8% | +0.9% |
| 3M | +1.9% | +1.0% | +0.9% | +1.1% |
| 6M | +27.8% | -2.3% | +30.1% | +28.0% |
| YTD | +26.7% | +9.1% | +17.5% | +21.8% |
| 1Y | +28.9% | +10.6% | +18.3% | +23.1% |
| 3Y | +160.7% | +48.5% | +112.2% | +120.1% |
| 5Y | +150.2% | +39.9% | +110.3% | +114.4% |
| 10Y | +517.5% | +185.7% | +331.8% | +362.7% |
| All | +576.6% | +241.8% | +334.8% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling