+428.5%
AME vs ESI
+308.3%
+120.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.3% | +3.9% | -2.6% | -0.2% |
| 30D | -6.6% | -3.8% | -2.8% | -5.2% |
| 3M | +3.0% | -13.1% | +16.1% | +7.8% |
| 6M | +5.3% | +11.3% | -6.0% | -1.1% |
| YTD | +15.4% | +44.1% | -28.7% | -3.1% |
| 1Y | +26.8% | +40.3% | -13.5% | +6.9% |
| 3Y | +56.5% | +84.1% | -27.5% | +14.2% |
| 5Y | +85.2% | +75.8% | +9.4% | +33.9% |
| 10Y | +428.5% | +320.7% | +107.8% | +152.8% |
| All | +428.5% | +308.3% | +120.2% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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