-86.1%
SPXU vs AEIS
+219.6%
-305.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +6.0% | -1.1% |
| 7D | +6.4% | -0.2% | +6.6% | +6.3% |
| 30D | +5.9% | -16.4% | +22.4% | -6.3% |
| 3M | -11.7% | -11.1% | -0.5% | -14.6% |
| 6M | -28.7% | -12.0% | -16.7% | -28.7% |
| YTD | -26.4% | +30.9% | -57.2% | +6.1% |
| 1Y | -35.2% | +74.3% | -109.6% | +25.7% |
| 3Y | -79.8% | +165.2% | -245.0% | -20.3% |
| 5Y | -86.1% | +220.0% | -306.1% | -0.6% |
| All | -86.1% | +219.6% | -305.6% | -0.6% |
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