-45.4%
AENT vs SPY
+81.0%
-126.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | -6.2% | -1.4% | -4.8% | -5.5% |
| 3M | -3.6% | +3.7% | -7.3% | -5.6% |
| 6M | -22.2% | +13.0% | -35.2% | -26.8% |
| YTD | -34.4% | +12.4% | -46.8% | -38.1% |
| 1Y | -10.2% | +18.5% | -28.7% | -17.1% |
| 3Y | +188.0% | +77.6% | +110.4% | +142.9% |
| 5Y | -45.4% | +81.7% | -127.0% | -54.0% |
| All | -45.4% | +81.0% | -126.4% | -54.0% |
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