+4,509.4%
ETR vs AME
+18,999.6%
-14,490.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.5% | +8.1% | -6.6% | -0.2% |
| 30D | +6.6% | -3.8% | +10.4% | +7.3% |
| 3M | +4.4% | -6.6% | +11.0% | +5.7% |
| 6M | -0.3% | +4.6% | -4.8% | -1.6% |
| YTD | +23.3% | +17.9% | +5.4% | +18.3% |
| 1Y | +18.9% | +23.2% | -4.4% | +13.0% |
| 3Y | +155.5% | +62.9% | +92.5% | +127.5% |
| 5Y | +159.9% | +77.5% | +82.4% | +126.5% |
| 10Y | +377.6% | +444.7% | -67.1% | +235.3% |
| All | +4,509.4% | +18,999.6% | -14,490.1% | +2,170.8% |
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