+297.3%
ESI vs AMP
+589.3%
-292.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | -10.5% | -1.3% | -9.2% | -9.9% |
| 3M | -19.8% | +24.2% | -44.0% | -30.4% |
| 6M | +5.8% | +24.6% | -18.8% | -8.4% |
| YTD | +38.3% | +14.8% | +23.5% | +24.9% |
| 1Y | +31.5% | +12.8% | +18.7% | +20.1% |
| 3Y | +80.7% | +69.0% | +11.7% | +27.6% |
| 5Y | +69.4% | +124.9% | -55.4% | +0.1% |
| All | +297.3% | +589.3% | -292.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling