+230.9%
SPOT vs AEIS
+160.8%
+70.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.1% |
| 7D | -6.9% | -0.2% | -6.6% | -6.9% |
| 30D | +4.1% | -16.4% | +20.5% | +5.4% |
| 3M | +3.7% | -11.1% | +14.8% | +2.7% |
| 6M | -1.6% | -12.0% | +10.4% | -3.0% |
| YTD | -10.2% | +30.9% | -41.0% | -19.4% |
| 1Y | -25.9% | +74.3% | -100.2% | -38.8% |
| All | +230.9% | +160.8% | +70.1% | +138.2% |
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