-100.0%
AEHL vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.5% |
| 7D | -4.4% | -0.8% | -3.6% | -3.6% |
| 30D | +53.7% | -1.1% | +54.8% | +55.6% |
| 3M | -56.0% | +3.9% | -59.9% | -57.9% |
| 6M | -78.1% | +13.6% | -91.7% | -80.8% |
| YTD | -95.4% | +12.7% | -108.1% | -95.9% |
| 1Y | -97.9% | +17.5% | -115.4% | -98.2% |
| 3Y | -99.9% | +76.9% | -176.8% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +322.5% | -422.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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