+290.1%
ETR vs AME
+445.1%
-155.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -1.7% |
| 7D | -1.8% | +1.7% | -3.6% | -2.5% |
| 30D | -1.8% | -6.4% | +4.7% | +0.8% |
| 3M | -3.6% | +7.1% | -10.7% | -6.4% |
| 6M | +2.6% | +8.2% | -5.5% | -1.2% |
| YTD | +16.0% | +18.2% | -2.2% | +7.5% |
| 1Y | +20.1% | +26.7% | -6.6% | +7.8% |
| 3Y | +143.6% | +60.7% | +82.9% | +95.2% |
| 5Y | +124.4% | +91.6% | +32.8% | +64.5% |
| All | +290.1% | +445.1% | -155.0% | +139.5% |
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