+441.0%
AU vs ES
+1.9%
+439.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.6% |
| 7D | +15.3% | +0.9% | +14.4% | +14.8% |
| 30D | -0.3% | +5.9% | -6.2% | -2.9% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | -10.7% | +7.2% | -17.9% | -13.8% |
| YTD | +14.0% | +7.0% | +7.0% | +10.3% |
| 1Y | +32.5% | +0.5% | +32.1% | +30.6% |
| 3Y | +557.9% | +48.7% | +509.3% | +424.8% |
| 5Y | +441.0% | +1.9% | +439.1% | +455.0% |
| All | +441.0% | +1.9% | +439.1% | +455.0% |
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 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