+2,079.0%
SPY vs AEIS
+2,566.8%
-487.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.4% |
| 30D | +0.1% | -14.6% | +14.7% | +2.3% |
| 3M | +2.0% | -12.4% | +14.4% | +2.9% |
| 6M | +13.0% | -15.0% | +28.0% | +13.7% |
| YTD | +13.5% | +34.3% | -20.7% | +5.8% |
| 1Y | +20.0% | +87.4% | -67.4% | +5.5% |
| 3Y | +77.2% | +139.8% | -62.6% | +47.3% |
| 5Y | +81.9% | +220.7% | -138.9% | +43.1% |
| 10Y | +314.1% | +531.6% | -217.5% | +181.4% |
| All | +2,079.0% | +2,566.8% | -487.8% | +903.8% |
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