+25.5%
AME vs ES
+2.1%
+23.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | +5.9% | +2.7% | +3.2% | +6.0% |
| 30D | -1.9% | +7.6% | -9.5% | -1.8% |
| 3M | -5.4% | +0.5% | -5.9% | -4.9% |
| 6M | +4.9% | +7.6% | -2.7% | +4.8% |
| YTD | +18.5% | +10.2% | +8.2% | +18.7% |
| 1Y | +25.5% | +1.8% | +23.6% | +25.3% |
| All | +25.5% | +2.1% | +23.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling