+254.8%
SPOT vs AEIS
+382.2%
-127.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.3% |
| 7D | -2.9% | +8.1% | -11.0% | -4.9% |
| 30D | +8.3% | -11.1% | +19.4% | +10.7% |
| 3M | +5.1% | -5.6% | +10.7% | +2.1% |
| 6M | -6.5% | -0.6% | -5.8% | -12.2% |
| YTD | -9.0% | +38.0% | -47.0% | -24.9% |
| 1Y | -26.4% | +87.2% | -113.6% | -46.4% |
| 3Y | +240.0% | +179.7% | +60.3% | +102.3% |
| 5Y | +111.7% | +241.7% | -130.0% | +15.8% |
| All | +254.8% | +382.2% | -127.4% | +56.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling