+576.6%
SPMO vs AEIS
+952.7%
-376.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | +3.4% | +8.1% | -4.7% | +1.2% |
| 30D | +0.5% | -11.1% | +11.7% | +3.4% |
| 3M | +1.9% | -5.6% | +7.6% | +2.4% |
| 6M | +27.8% | -0.6% | +28.5% | +25.5% |
| YTD | +26.7% | +38.0% | -11.4% | +13.1% |
| 1Y | +28.9% | +87.2% | -58.3% | +5.2% |
| 3Y | +160.7% | +179.7% | -19.0% | +85.7% |
| 5Y | +150.2% | +241.7% | -91.6% | +64.6% |
| 10Y | +517.5% | +547.2% | -29.7% | +236.4% |
| All | +576.6% | +952.7% | -376.1% | +269.1% |
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