-100.0%
AEHL vs VT
+57.0%
-157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -0.3% | -17.4% | -17.5% |
| 7D | -33.7% | +2.4% | -36.0% | -34.5% |
| 30D | -27.9% | -1.5% | -26.3% | -28.4% |
| 3M | +75.3% | -4.1% | +79.4% | +79.7% |
| 6M | -85.7% | +0.6% | -86.2% | -86.3% |
| YTD | -95.1% | +11.0% | -106.2% | -95.8% |
| 1Y | -93.8% | +13.3% | -107.1% | -94.8% |
| 3Y | -99.9% | +73.4% | -173.3% | -99.9% |
| All | -100.0% | +57.0% | -157.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling