-20.1%
AS vs ES
-2.8%
-17.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -19.6% | -2.0% | -17.6% | -19.0% |
| 3M | -14.4% | +1.7% | -16.1% | -15.4% |
| 6M | -20.1% | -3.5% | -16.6% | -15.6% |
| All | -20.1% | -2.8% | -17.3% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling