+126.1%
ETR vs AME
+83.9%
+42.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.0% |
| 7D | +0.4% | +1.3% | -0.9% | -0.1% |
| 30D | +2.0% | -6.6% | +8.6% | +4.5% |
| 3M | -1.7% | +3.0% | -4.7% | -3.0% |
| 6M | +3.6% | +5.3% | -1.7% | +1.1% |
| YTD | +18.0% | +15.4% | +2.6% | +10.9% |
| 1Y | +26.2% | +26.8% | -0.6% | +14.0% |
| 3Y | +148.0% | +56.5% | +91.5% | +101.9% |
| 5Y | +126.1% | +85.2% | +40.8% | +65.1% |
| All | +126.1% | +83.9% | +42.2% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling