+561.6%
SPYG vs AEE
+681.2%
-119.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | -1.6% | -1.2% | -0.3% | -1.1% |
| 3M | +3.4% | +1.0% | +2.3% | +2.5% |
| 6M | +18.9% | -2.3% | +21.2% | +19.2% |
| YTD | +13.8% | +9.1% | +4.7% | +8.7% |
| 1Y | +20.6% | +10.6% | +10.0% | +14.3% |
| 3Y | +100.5% | +48.5% | +52.0% | +64.2% |
| 5Y | +84.6% | +39.9% | +44.7% | +53.6% |
| 10Y | +410.8% | +185.7% | +225.1% | +196.1% |
| All | +561.6% | +681.2% | -119.6% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling