+18,884.9%
AME vs ES
+1,243.3%
+17,641.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -6.7% | -2.0% | -4.7% | -6.1% |
| 3M | +4.1% | +1.7% | +2.4% | +3.3% |
| 6M | +1.6% | -3.5% | +5.1% | +2.4% |
| YTD | +16.1% | +7.9% | +8.2% | +12.5% |
| 1Y | +27.3% | +17.2% | +10.2% | +19.1% |
| 3Y | +50.9% | +29.3% | +21.6% | +33.3% |
| 5Y | +81.4% | -5.7% | +87.1% | +77.7% |
| 10Y | +417.0% | +85.2% | +331.8% | +295.8% |
| All | +18,884.9% | +1,243.3% | +17,641.6% | +8,228.5% |
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