+62.5%
AME vs ESI
+67.9%
-5.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.9% |
| 7D | -5.2% | -8.5% | +3.4% | -2.3% |
| 30D | -8.0% | -15.7% | +7.6% | -2.8% |
| 3M | -8.9% | -18.2% | +9.3% | -3.1% |
| 6M | -5.0% | -28.8% | +23.9% | +4.8% |
| YTD | +11.9% | +26.3% | -14.4% | +1.4% |
| 1Y | +16.6% | +18.2% | -1.6% | +7.8% |
| 3Y | +62.5% | +68.1% | -5.6% | +32.6% |
| All | +62.5% | +67.9% | -5.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling