+11.2%
SPYG vs AEIS
+6.2%
+5.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.1% | +12.4% | +3.0% |
| 7D | -2.8% | -12.7% | +9.9% | -0.9% |
| 30D | -6.2% | -28.8% | +22.7% | -1.4% |
| 3M | -3.6% | -38.0% | +34.4% | +3.1% |
| 6M | +4.8% | -45.3% | +50.1% | +12.7% |
| YTD | +11.0% | +1.1% | +9.8% | +7.0% |
| 1Y | +11.2% | +8.6% | +2.6% | +5.8% |
| All | +11.2% | +6.2% | +5.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling