+111.1%
SPOT vs AEIS
+233.3%
-122.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -6.5% | +6.5% | -13.0% | -8.0% |
| 30D | +2.2% | -9.2% | +11.4% | +3.7% |
| 3M | +5.4% | -8.3% | +13.7% | +3.1% |
| 6M | -4.0% | -6.3% | +2.3% | -8.7% |
| YTD | -9.9% | +36.5% | -46.4% | -27.9% |
| 1Y | -27.3% | +84.8% | -112.0% | -50.1% |
| 3Y | +236.4% | +176.6% | +59.8% | +73.0% |
| All | +111.1% | +233.3% | -122.2% | -11.6% |
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