+133.7%
AS vs ES
+50.8%
+82.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.3% | -2.8% |
| 7D | +7.1% | +5.9% | +1.2% | +5.7% |
| 30D | +12.8% | +10.2% | +2.6% | +10.2% |
| 3M | -14.7% | +0.4% | -15.1% | -14.8% |
| 6M | -9.9% | +6.9% | -16.8% | -11.6% |
| YTD | -16.1% | +10.5% | -26.7% | -18.5% |
| 1Y | +0.2% | +3.2% | -3.0% | -1.5% |
| All | +133.7% | +50.8% | +82.9% | +109.8% |
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 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