+823.3%
SPYM vs AEE
+385.7%
+437.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -0.9% | -1.2% | +0.3% | -0.5% |
| 3M | +3.9% | +1.0% | +2.9% | +3.1% |
| 6M | +14.5% | -2.3% | +16.8% | +14.9% |
| YTD | +13.0% | +9.1% | +3.9% | +8.1% |
| 1Y | +19.4% | +10.6% | +8.9% | +13.5% |
| 3Y | +78.9% | +48.5% | +30.4% | +47.6% |
| 5Y | +82.3% | +39.9% | +42.5% | +52.9% |
| 10Y | +314.7% | +185.7% | +129.0% | +147.5% |
| All | +823.3% | +385.7% | +437.6% | +292.8% |
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