+373.3%
ETR vs AME
+442.0%
-68.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +1.5% | +8.1% | -6.6% | -1.6% |
| 30D | +6.6% | -3.8% | +10.4% | +7.8% |
| 3M | +4.4% | -6.6% | +11.0% | +6.7% |
| 6M | -0.3% | +4.6% | -4.8% | -2.9% |
| YTD | +23.3% | +17.9% | +5.4% | +13.7% |
| 1Y | +18.9% | +23.2% | -4.4% | +7.5% |
| 3Y | +155.5% | +62.9% | +92.5% | +101.9% |
| 5Y | +159.9% | +77.5% | +82.4% | +95.2% |
| All | +373.3% | +442.0% | -68.8% | +181.3% |
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