+788.4%
AU vs ES
+1,049.0%
-260.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +23.9% | -2.0% | +25.8% | +24.6% |
| 3M | +19.1% | +1.7% | +17.4% | +18.0% |
| 6M | -0.2% | -3.5% | +3.4% | +0.9% |
| YTD | +32.5% | +7.9% | +24.6% | +28.7% |
| 1Y | +96.9% | +17.2% | +79.8% | +84.8% |
| 3Y | +614.7% | +29.3% | +585.4% | +539.1% |
| 5Y | +647.7% | -5.7% | +653.5% | +640.0% |
| 10Y | +679.2% | +85.2% | +594.0% | +488.7% |
| All | +788.4% | +1,049.0% | -260.6% | +298.0% |
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