+47.1%
ES vs AHR
+357.7%
-310.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | 0.0% | -4.3% | +4.3% | +1.1% |
| 30D | -1.0% | -3.1% | +2.0% | -0.3% |
| 3M | +1.5% | +15.7% | -14.2% | -2.4% |
| 6M | -3.5% | +4.1% | -7.6% | -4.9% |
| YTD | +7.0% | +15.4% | -8.4% | +2.7% |
| 1Y | +15.3% | +28.0% | -12.6% | +7.5% |
| All | +47.1% | +357.7% | -310.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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