+345.0%
AENT vs SPY
+78.1%
+267.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.6% |
| 7D | +12.8% | +2.6% | +10.2% | +9.7% |
| 30D | +9.8% | -2.0% | +11.8% | +11.7% |
| 3M | -15.0% | -2.8% | -12.2% | -12.6% |
| 6M | -28.1% | +2.1% | -30.2% | -29.8% |
| YTD | -38.9% | +11.5% | -50.3% | -45.7% |
| 1Y | -25.8% | +13.5% | -39.3% | -35.4% |
| 3Y | +345.0% | +77.7% | +267.3% | +223.7% |
| All | +345.0% | +78.1% | +267.0% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling