+144.3%
AR vs ES
-2.9%
+147.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +12.6% | -1.2% | +13.8% | +12.9% |
| 3M | +10.0% | +5.0% | +5.0% | +8.2% |
| 6M | +0.6% | -2.8% | +3.5% | +1.1% |
| YTD | +13.4% | +8.6% | +4.8% | +9.6% |
| 1Y | +21.7% | +18.9% | +2.8% | +13.0% |
| 3Y | +45.8% | +32.1% | +13.7% | +27.0% |
| 5Y | +144.3% | -5.1% | +149.3% | +150.4% |
| All | +144.3% | -2.9% | +147.1% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling