+157.1%
SPMO vs AEIS
+173.7%
-16.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.0% |
| 7D | -0.9% | +2.3% | -3.2% | -1.7% |
| 30D | -1.9% | -14.8% | +12.9% | +2.6% |
| 3M | -1.4% | -15.6% | +14.2% | +2.4% |
| 6M | +25.5% | -8.7% | +34.2% | +25.8% |
| YTD | +24.8% | +37.3% | -12.5% | +9.3% |
| 1Y | +24.5% | +80.3% | -55.8% | -1.4% |
| 3Y | +157.1% | +177.9% | -20.8% | +69.5% |
| All | +157.1% | +173.7% | -16.6% | +69.5% |
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