+90.5%
AA vs ES
+33.1%
+57.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +1.7% | +1.4% | +0.2% | +1.3% |
| 30D | +3.3% | -1.2% | +4.5% | +3.6% |
| 3M | -29.4% | +5.0% | -34.4% | -30.7% |
| 6M | -12.8% | -2.8% | -10.0% | -12.4% |
| YTD | -2.1% | +8.6% | -10.7% | -5.3% |
| 1Y | +62.8% | +18.9% | +43.8% | +50.1% |
| 3Y | +90.5% | +32.1% | +58.3% | +56.0% |
| All | +90.5% | +33.1% | +57.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling