-100.0%
AEHL vs SPY
+637.4%
-737.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | +60.8% | +0.5% | +60.3% | +60.5% |
| 30D | +67.5% | -0.9% | +68.4% | +68.6% |
| 3M | -54.3% | +3.9% | -58.2% | -55.6% |
| 6M | -77.3% | +14.5% | -91.8% | -79.1% |
| YTD | -95.3% | +12.9% | -108.2% | -95.6% |
| 1Y | -97.6% | +19.4% | -117.0% | -97.8% |
| 3Y | -99.9% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +637.4% | -737.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling