+151.1%
ETR vs AME
+55.3%
+95.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +2.8% | -1.4% | +0.6% |
| 30D | +1.9% | -6.3% | +8.1% | +3.8% |
| 3M | +1.0% | +5.4% | -4.4% | -0.9% |
| 6M | +4.8% | +7.4% | -2.6% | +2.1% |
| YTD | +19.5% | +16.2% | +3.4% | +13.1% |
| 1Y | +28.1% | +26.8% | +1.3% | +17.3% |
| 3Y | +151.1% | +57.5% | +93.6% | +108.5% |
| All | +151.1% | +55.3% | +95.9% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling