+86.5%
SPYG vs AEIS
+233.3%
-146.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.3% | +6.5% | -6.1% | -1.6% |
| 30D | -1.7% | -9.2% | +7.5% | +0.7% |
| 3M | +3.6% | -8.3% | +12.0% | +3.7% |
| 6M | +16.6% | -6.3% | +22.9% | +13.7% |
| YTD | +13.4% | +36.5% | -23.1% | -4.7% |
| 1Y | +19.6% | +84.8% | -65.2% | -11.7% |
| 3Y | +99.8% | +176.6% | -76.8% | +19.2% |
| All | +86.5% | +233.3% | -146.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling