+649.4%
AU vs ES
+1,054.2%
-404.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | +4.7% | +0.1% | +4.5% | +4.5% |
| 30D | -1.5% | +6.7% | -8.3% | -4.0% |
| 3M | -5.0% | +0.3% | -5.3% | -5.4% |
| 6M | -13.5% | +7.4% | -20.9% | -16.1% |
| YTD | +11.7% | +8.4% | +3.3% | +8.2% |
| 1Y | +21.3% | +0.6% | +20.7% | +19.9% |
| 3Y | +545.0% | +50.6% | +494.3% | +445.9% |
| 5Y | +412.0% | +4.8% | +407.1% | +388.0% |
| 10Y | +899.1% | +93.1% | +806.0% | +641.5% |
| All | +649.4% | +1,054.2% | -404.9% | +234.4% |
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