+84.9%
SPYG vs AEE
+38.5%
+46.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | -2.0% | 0.0% | -1.6% |
| 3M | +5.2% | -2.8% | +8.0% | +5.4% |
| 6M | +15.6% | -3.6% | +19.1% | +15.9% |
| YTD | +12.4% | +7.3% | +5.1% | +9.9% |
| 1Y | +17.5% | +8.7% | +8.7% | +14.3% |
| 3Y | +98.1% | +46.0% | +52.1% | +76.8% |
| 5Y | +84.9% | +39.8% | +45.1% | +68.8% |
| All | +84.9% | +38.5% | +46.4% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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