-100.0%
AEHL vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.3% | +0.2% | -28.6% | -28.5% |
| 7D | +71.0% | -2.3% | +73.3% | +69.5% |
| 30D | +1.5% | -5.0% | +6.4% | +3.1% |
| 3M | +152.0% | -4.9% | +156.9% | +156.8% |
| 6M | +59.4% | -1.5% | +61.0% | +56.1% |
| YTD | -92.6% | +8.5% | -101.1% | -93.5% |
| 1Y | -91.8% | +11.4% | -103.2% | -92.8% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.9% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +215.5% | -315.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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