+316.9%
SPYM vs AEIS
+562.2%
-245.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.7% |
| 7D | -1.0% | +2.3% | -3.3% | -1.7% |
| 30D | -1.3% | -14.8% | +13.5% | +2.3% |
| 3M | +3.6% | -15.6% | +19.2% | +6.0% |
| 6M | +13.3% | -8.7% | +22.0% | +11.9% |
| YTD | +12.4% | +37.3% | -24.9% | -1.8% |
| 1Y | +17.3% | +80.3% | -63.1% | -6.1% |
| 3Y | +76.8% | +177.9% | -101.2% | +20.4% |
| 5Y | +83.6% | +235.8% | -152.2% | +15.5% |
| All | +316.9% | +562.2% | -245.3% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling