+210.9%
AA vs ES
+1,235.9%
-1,025.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.8% |
| 1Y | +8.6% | +2.1% | +6.4% | +6.0% |
| 3Y | +57.2% | +41.8% | +15.4% | +32.8% |
| 5Y | -13.0% | +1.4% | -14.5% | -16.8% |
| 10Y | +65.5% | +86.8% | -21.2% | +17.5% |
| All | +210.9% | +1,235.9% | -1,025.0% | +14.0% |
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 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