+291.9%
AA vs ES
+1,243.3%
-951.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +5.0% | -2.0% | +6.9% | +5.6% |
| 3M | -35.8% | +1.7% | -37.5% | -36.5% |
| 6M | -18.4% | -3.5% | -14.9% | -17.6% |
| YTD | -5.5% | +7.9% | -13.4% | -9.0% |
| 1Y | +61.0% | +17.2% | +43.8% | +49.0% |
| 3Y | +66.2% | +29.3% | +36.9% | +45.7% |
| 5Y | +11.4% | -5.7% | +17.1% | +9.3% |
| 10Y | +116.9% | +85.2% | +31.7% | +54.9% |
| All | +291.9% | +1,243.3% | -951.4% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling