+252.8%
SPOT vs AEIS
+379.7%
-126.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -0.6% |
| 7D | -3.1% | +2.3% | -5.3% | -3.7% |
| 30D | +7.4% | -14.8% | +22.2% | +11.2% |
| 3M | +8.2% | -15.6% | +23.8% | +9.2% |
| 6M | +2.2% | -8.7% | +10.9% | -1.3% |
| YTD | -9.5% | +37.3% | -46.8% | -25.2% |
| 1Y | -23.8% | +80.3% | -104.2% | -43.8% |
| 3Y | +233.5% | +177.9% | +55.5% | +98.6% |
| 5Y | +112.2% | +235.8% | -123.6% | +16.6% |
| All | +252.8% | +379.7% | -126.9% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling