+618.4%
AU vs ES
+33.1%
+585.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +12.8% | -1.2% | +13.9% | +13.1% |
| 3M | +28.5% | +5.0% | +23.5% | +25.7% |
| 6M | +4.8% | -2.8% | +7.6% | +5.6% |
| YTD | +31.0% | +8.6% | +22.4% | +26.8% |
| 1Y | +81.4% | +18.9% | +62.5% | +67.1% |
| 3Y | +618.4% | +32.1% | +586.3% | +490.8% |
| All | +618.4% | +33.1% | +585.3% | +490.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling