+561.6%
SPYG vs AEIS
+761.9%
-200.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +1.2% | +8.1% | -6.9% | -0.6% |
| 30D | -1.6% | -11.1% | +9.6% | +0.7% |
| 3M | +3.4% | -5.6% | +9.0% | +3.1% |
| 6M | +18.9% | -0.6% | +19.5% | +16.1% |
| YTD | +13.8% | +38.0% | -24.2% | +2.5% |
| 1Y | +20.6% | +87.2% | -66.6% | +0.7% |
| 3Y | +100.5% | +179.7% | -79.2% | +49.8% |
| 5Y | +84.6% | +241.7% | -157.1% | +30.5% |
| 10Y | +410.8% | +547.2% | -136.4% | +194.2% |
| All | +561.6% | +761.9% | -200.3% | +126.0% |
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