+431.3%
AME vs ES
+87.3%
+344.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.1% | +0.9% | -5.0% | -4.5% |
| 30D | -4.1% | +5.9% | -10.0% | -6.2% |
| 3M | -5.6% | -1.0% | -4.6% | -5.7% |
| 6M | +2.8% | +7.2% | -4.3% | -0.3% |
| YTD | +16.6% | +7.0% | +9.6% | +12.7% |
| 1Y | +21.1% | +0.5% | +20.6% | +19.1% |
| 3Y | +61.1% | +48.7% | +12.4% | +32.3% |
| 5Y | +76.6% | +1.9% | +74.6% | +68.6% |
| 10Y | +431.3% | +89.2% | +342.2% | +410.8% |
| All | +431.3% | +87.3% | +344.0% | +410.8% |
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