+84.8%
AME vs ESI
+77.4%
+7.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +2.8% | +5.4% | -2.6% | +0.9% |
| 30D | -6.3% | -4.2% | -2.1% | -4.9% |
| 3M | +5.4% | -9.6% | +15.0% | +8.4% |
| 6M | +7.4% | +18.3% | -10.9% | -0.8% |
| YTD | +16.2% | +45.8% | -29.7% | -1.5% |
| 1Y | +26.8% | +39.2% | -12.3% | +8.8% |
| 3Y | +57.5% | +86.3% | -28.8% | +16.5% |
| 5Y | +84.8% | +76.2% | +8.6% | +34.5% |
| All | +84.8% | +77.4% | +7.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling