+148.2%
SPMO vs AEIS
+219.6%
-71.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -0.7% | -16.4% | +15.7% | +4.4% |
| 3M | +2.8% | -11.1% | +14.0% | +5.2% |
| 6M | +24.4% | -12.0% | +36.5% | +26.3% |
| YTD | +24.2% | +30.9% | -6.7% | +10.9% |
| 1Y | +24.5% | +74.3% | -49.8% | +0.8% |
| 3Y | +155.6% | +165.2% | -9.6% | +74.4% |
| 5Y | +148.2% | +220.0% | -71.8% | +51.7% |
| All | +148.2% | +219.6% | -71.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling