-28.7%
ETHA vs AME
+39.9%
-68.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.7% | +2.8% | -0.1% | +1.0% |
| 30D | +29.4% | -6.3% | +35.6% | +34.1% |
| 3M | +47.2% | +5.4% | +41.8% | +40.6% |
| 6M | +25.4% | +7.4% | +17.9% | +17.5% |
| YTD | -16.5% | +16.2% | -32.7% | -26.9% |
| 1Y | -42.3% | +26.8% | -69.1% | -53.0% |
| All | -28.7% | +39.9% | -68.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling