-100.0%
SPXU vs AEIS
+3,318.4%
-3,418.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +3.6% |
| 7D | -1.5% | +8.1% | -9.6% | +4.0% |
| 30D | +3.7% | -11.1% | +14.9% | -3.9% |
| 3M | -9.6% | -5.6% | -3.9% | -8.9% |
| 6M | -32.4% | -0.6% | -31.7% | -26.6% |
| YTD | -28.7% | +38.0% | -66.7% | -0.1% |
| 1Y | -38.2% | +87.2% | -125.4% | +11.6% |
| 3Y | -80.4% | +179.7% | -260.1% | -38.8% |
| 5Y | -86.0% | +241.7% | -327.8% | -34.5% |
| 10Y | -99.5% | +547.2% | -646.7% | -93.1% |
| All | -100.0% | +3,318.4% | -3,418.4% | -99.5% |
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