-47.4%
AENT vs SPY
+111.4%
-158.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -7.9% | +0.1% | -8.0% | -7.9% |
| 3M | -13.5% | +2.0% | -15.5% | -14.4% |
| 6M | -22.6% | +13.0% | -35.6% | -27.2% |
| YTD | -36.5% | +13.5% | -50.1% | -40.3% |
| 1Y | -17.8% | +20.0% | -37.8% | -24.4% |
| 3Y | +157.8% | +77.2% | +80.6% | +117.3% |
| 5Y | -47.1% | +81.9% | -129.0% | -55.5% |
| All | -47.4% | +111.4% | -158.8% | -56.7% |
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 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