+318.0%
SPYM vs AEE
+191.1%
+126.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -1.1% | -2.9% | +1.8% | -0.1% |
| 3M | +3.9% | -2.4% | +6.3% | +4.5% |
| 6M | +13.6% | -2.7% | +16.3% | +14.1% |
| YTD | +12.7% | +7.3% | +5.5% | +9.0% |
| 1Y | +17.6% | +7.5% | +10.0% | +13.3% |
| 3Y | +77.2% | +46.2% | +31.0% | +49.2% |
| 5Y | +84.1% | +39.7% | +44.4% | +56.7% |
| All | +318.0% | +191.1% | +126.9% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling