-100.0%
SPXS vs AEIS
+4,166.1%
-4,266.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +3.0% |
| 7D | -0.1% | +3.0% | -3.0% | +2.2% |
| 30D | +0.8% | -14.6% | +15.5% | -9.8% |
| 3M | -4.7% | -12.4% | +7.7% | -8.9% |
| 6M | -29.6% | -15.0% | -14.7% | -31.9% |
| YTD | -29.8% | +34.3% | -64.1% | -2.1% |
| 1Y | -38.9% | +87.4% | -126.3% | +13.9% |
| 3Y | -79.6% | +139.8% | -219.4% | -39.7% |
| 5Y | -85.9% | +220.7% | -306.7% | -31.4% |
| 10Y | -99.5% | +531.6% | -631.1% | -92.0% |
| All | -100.0% | +4,166.1% | -4,266.1% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling