+2,047.3%
SPY vs AEIS
+2,072.0%
-24.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | +3.3% | +23.2% | -19.9% | -0.1% |
| 30D | -2.7% | -17.0% | +14.3% | -0.4% |
| 3M | -1.7% | -32.2% | +30.4% | +3.3% |
| 6M | +3.1% | -32.6% | +35.6% | +7.2% |
| YTD | +11.9% | +9.4% | +2.5% | +6.7% |
| 1Y | +12.0% | +7.7% | +4.3% | +7.0% |
| 3Y | +78.2% | +157.9% | -79.8% | +45.4% |
| 5Y | +73.2% | +154.8% | -81.5% | +40.2% |
| 10Y | +309.6% | +355.2% | -45.6% | +189.9% |
| All | +2,047.3% | +2,072.0% | -24.7% | +912.5% |
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