-100.0%
AEHL vs SPY
+79.8%
-179.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.4% |
| 7D | +2.4% | -2.0% | +4.4% | +4.8% |
| 30D | +41.3% | -1.7% | +42.9% | +44.2% |
| 3M | -60.3% | +4.7% | -65.0% | -62.7% |
| 6M | -78.7% | +12.5% | -91.2% | -81.5% |
| YTD | -95.5% | +11.7% | -107.2% | -96.1% |
| 1Y | -98.2% | +17.5% | -115.6% | -98.5% |
| 3Y | -99.9% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling