+702.7%
AU vs ES
+87.2%
+615.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.7% |
| 30D | +12.3% | -1.0% | +13.3% | +12.6% |
| 3M | +29.4% | +1.5% | +27.9% | +28.4% |
| 6M | +3.2% | -3.5% | +6.7% | +4.3% |
| YTD | +31.8% | +7.0% | +24.8% | +28.4% |
| 1Y | +83.4% | +15.3% | +68.1% | +72.6% |
| 3Y | +623.1% | +30.2% | +592.9% | +539.8% |
| 5Y | +700.5% | -4.3% | +704.8% | +681.8% |
| All | +702.7% | +87.2% | +615.5% | +435.7% |
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