+120.4%
AS vs ES
+47.2%
+73.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -19.6% | -2.0% | -17.6% | -19.2% |
| 3M | -14.4% | +1.7% | -16.1% | -14.8% |
| 6M | -20.1% | -3.5% | -16.6% | -19.6% |
| YTD | -20.9% | +7.9% | -28.8% | -22.7% |
| 1Y | -21.9% | +17.2% | -39.0% | -26.5% |
| All | +120.4% | +47.2% | +73.1% | +99.0% |
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