-27.0%
ETHA vs AME
+42.3%
-69.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +1.3% |
| 7D | +3.5% | +1.7% | +1.7% | +2.4% |
| 30D | +35.3% | -6.4% | +41.8% | +40.5% |
| 3M | +50.9% | +7.1% | +43.8% | +42.9% |
| 6M | +22.1% | +8.2% | +13.9% | +14.1% |
| YTD | -14.6% | +18.2% | -32.7% | -26.0% |
| 1Y | -42.8% | +26.7% | -69.5% | -53.1% |
| All | -27.0% | +42.3% | -69.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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