+53.6%
AA vs ES
+82.6%
-29.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +4.8% | -0.1% | +4.9% | +4.7% |
| 30D | -0.6% | +5.7% | -6.4% | -2.6% |
| 3M | -16.3% | -2.8% | -13.5% | -15.8% |
| 6M | -33.4% | +7.0% | -40.4% | -35.2% |
| YTD | -20.7% | +6.8% | -27.5% | -23.0% |
| 1Y | +12.9% | -0.5% | +13.4% | +11.6% |
| 3Y | +75.7% | +47.2% | +28.5% | +49.8% |
| 5Y | -6.8% | +2.3% | -9.1% | -10.8% |
| 10Y | +53.6% | +85.6% | -32.0% | +55.5% |
| All | +53.6% | +82.6% | -29.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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