-14.8%
AA vs ES
+1.4%
-16.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +4.0% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | -6.7% | +7.1% | -13.7% | -9.3% |
| 3M | -16.3% | -1.9% | -14.4% | -16.0% |
| 6M | -37.1% | +4.4% | -41.5% | -38.6% |
| YTD | -25.0% | +7.3% | -32.3% | -27.9% |
| 1Y | +8.6% | +2.1% | +6.4% | +5.7% |
| 3Y | +57.2% | +41.8% | +15.4% | +25.9% |
| All | -14.8% | +1.4% | -16.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling