-100.0%
SPXS vs AEE
+530.8%
-630.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +2.9% |
| 7D | -1.5% | +1.3% | -2.9% | +0.1% |
| 30D | +3.7% | -1.2% | +4.9% | +1.9% |
| 3M | -9.6% | +1.0% | -10.6% | -9.0% |
| 6M | -32.4% | -2.3% | -30.1% | -34.9% |
| YTD | -28.7% | +9.1% | -37.8% | -20.8% |
| 1Y | -38.1% | +10.6% | -48.6% | -30.1% |
| 3Y | -80.1% | +48.5% | -128.6% | -65.4% |
| 5Y | -85.9% | +39.9% | -125.8% | -74.3% |
| 10Y | -99.5% | +185.7% | -285.2% | -96.1% |
| All | -100.0% | +530.8% | -630.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling