+4,316.7%
ETR vs AME
+18,709.1%
-14,392.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +1.0% | -6.7% | +7.7% | +2.5% |
| 3M | -1.3% | +4.1% | -5.3% | -2.2% |
| 6M | +1.9% | +1.6% | +0.3% | +1.3% |
| YTD | +18.2% | +16.1% | +2.0% | +14.0% |
| 1Y | +24.7% | +27.3% | -2.7% | +17.8% |
| 3Y | +150.7% | +50.9% | +99.8% | +127.4% |
| 5Y | +127.0% | +81.4% | +45.7% | +97.4% |
| 10Y | +295.5% | +417.0% | -121.5% | +180.7% |
| All | +4,316.7% | +18,709.1% | -14,392.3% | +2,088.2% |
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