+81.8%
SPY vs AEIS
+228.8%
-147.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +0.5% | +8.1% | -7.6% | -1.4% |
| 30D | -0.9% | -11.1% | +10.2% | +1.5% |
| 3M | +3.9% | -5.6% | +9.5% | +3.0% |
| 6M | +14.5% | -0.6% | +15.2% | +10.1% |
| YTD | +12.9% | +38.0% | -25.1% | -2.6% |
| 1Y | +19.4% | +87.2% | -67.9% | -7.5% |
| 3Y | +78.5% | +179.7% | -101.2% | +15.5% |
| 5Y | +81.8% | +241.7% | -160.0% | +3.9% |
| All | +81.8% | +228.8% | -147.1% | +3.9% |
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