+69.5%
AME vs ES
+1.4%
+68.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.1% |
| 7D | -5.2% | +1.9% | -7.0% | -5.6% |
| 30D | -8.0% | +7.1% | -15.1% | -9.5% |
| 3M | -8.9% | -1.9% | -7.0% | -8.7% |
| 6M | -5.0% | +4.4% | -9.3% | -6.3% |
| YTD | +11.9% | +7.3% | +4.6% | +9.4% |
| 1Y | +16.6% | +2.1% | +14.5% | +14.9% |
| 3Y | +62.5% | +41.8% | +20.6% | +41.7% |
| All | +69.5% | +1.4% | +68.1% | +68.1% |
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