-24.2%
AR vs ES
+166.7%
-190.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +14.8% | -2.0% | +16.8% | +15.2% |
| 3M | +6.2% | +1.7% | +4.6% | +5.7% |
| 6M | +4.3% | -3.5% | +7.8% | +4.7% |
| YTD | +14.4% | +7.9% | +6.5% | +11.8% |
| 1Y | +21.3% | +17.2% | +4.2% | +15.9% |
| 3Y | +39.8% | +29.3% | +10.5% | +28.9% |
| 5Y | +142.1% | -5.7% | +147.8% | +138.7% |
| 10Y | +52.0% | +85.2% | -33.2% | +38.7% |
| All | -24.2% | +166.7% | -190.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling