-85.9%
SPXS vs AEE
+38.5%
-124.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.9% |
| 7D | +6.4% | -0.7% | +7.1% | +5.9% |
| 30D | +6.0% | -2.0% | +8.0% | +4.4% |
| 3M | -11.6% | -2.8% | -8.8% | -13.5% |
| 6M | -28.7% | -3.6% | -25.1% | -30.6% |
| YTD | -26.3% | +7.3% | -33.6% | -21.3% |
| 1Y | -34.9% | +8.7% | -43.6% | -29.7% |
| 3Y | -79.5% | +46.0% | -125.5% | -70.0% |
| 5Y | -85.9% | +39.8% | -125.7% | -78.4% |
| All | -85.9% | +38.5% | -124.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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