+134.9%
AS vs ES
+46.4%
+88.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +6.9% | +1.9% | +5.0% | +6.4% |
| 30D | +16.0% | +7.1% | +8.9% | +14.0% |
| 3M | -12.8% | -1.9% | -10.9% | -12.5% |
| 6M | -15.4% | +4.4% | -19.7% | -16.5% |
| YTD | -15.7% | +7.3% | -23.1% | -17.5% |
| 1Y | +6.1% | +2.1% | +3.9% | +4.3% |
| All | +134.9% | +46.4% | +88.4% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling