+86.1%
ET vs AHR
+364.8%
-278.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +0.4% | -3.4% | +3.9% | +1.1% |
| 30D | +6.9% | -3.8% | +10.6% | +7.5% |
| 3M | +13.1% | +20.1% | -7.0% | +8.7% |
| 6M | +18.7% | +7.1% | +11.6% | +16.6% |
| YTD | +37.4% | +17.2% | +20.2% | +31.6% |
| 1Y | +34.8% | +30.4% | +4.4% | +25.1% |
| All | +86.1% | +364.8% | -278.6% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling