+451.9%
AME vs ESI
+224.6%
+227.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.6% |
| 7D | +0.6% | +3.3% | -2.7% | -0.4% |
| 30D | -6.7% | -5.9% | -0.8% | -5.0% |
| 3M | +4.1% | -14.1% | +18.2% | +8.2% |
| 6M | +1.6% | +6.6% | -5.0% | -1.7% |
| YTD | +16.1% | +45.0% | -28.9% | +1.9% |
| 1Y | +27.3% | +41.5% | -14.1% | +12.1% |
| 3Y | +50.9% | +78.8% | -27.9% | +21.4% |
| 5Y | +81.4% | +70.9% | +10.5% | +45.5% |
| 10Y | +417.0% | +317.1% | +99.9% | +215.2% |
| All | +451.9% | +224.6% | +227.3% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling